Moments of coverage of a random ellipsoid

DOI10.1007/BF02482497MaRDI QIDQ1073500zbMATH OpenOpenAlexFDO

Authors Michael Evans

Publication date 1986

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02482497

zbMATH Keywords

normal distributionapproximationsquadratic form in normal variablescontent at confidence leveldistribution of coveragemoments of coveragerandom ellipsoidtolerance regions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

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Cites work

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• Construction of $\beta$-Content Tolerance Regions at Confidence Level $\gamma$ for Large Samples from the $k$-Variate Normal Distribution
• On the Measure of a Random Set
• Probability Content of Regions Under Spherical Normal Distributions, I
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Simultaneous tolerance intervals in regression
• Tables of two-sided tolerance factors for a normal distribution
• Tolerance Limits for a Normal Distribution
• Tolerance regions for a multivariate normal population

Cited in

(3)

• Approximate ellipsoidal tolerance regions for multivariate normal populations
• James-Stein type confidence ellipsoid and its coverage probability
• scientific article; zbMATH DE number 922561 (Why is no real title available?)

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