Fixed size confidence regions for the difference of the means of two multinormal populations

DOI10.1080/07474948608836098zbMath0632.62051MaRDI QIDQ3769789

Nitis Mukhopadhyay, A. D. Abid

Publication date: 1986

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948608836098

zbMATH Keywords

simulations; stopping rules; asymptotic analyses; numerical studies; Behrens-Fisher; two-stage procedures; ellipsoidal confidence region; multivariate normal variables

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F25: Parametric tolerance and confidence regions

62L12: Sequential estimation

Related Items

An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation, On Two-Stage Confidence Interval Procedures and Their Comparisons for Estimating the Difference of Normal Means, Second-order properties of a two-stage fixed-size confidence region for the mean vector of a multivariate normal distribution, On Behrens-Fisher problem for continuous time Gaussian processes, Sequential estimation of a linear function of mean vectors, Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers, Sequential sampling methodologies for comparing strata means^∗, Second order properties of accelerated stopping times with applications in sequential estimation

Uses Software

• IMSL Numerical Libraries

Cites Work

• Sequential point estimation of the difference of two normal means
• Remarks on sequential estimation of a linear function of two means: the normal case
• Second order approximations for sequential point and interval estimation
• On the Distribution of the Difference of Two t-Variables
• Sequential Estimation of a Linear Function of Means of Three Normal Populations
• On the Asymptotic Theory of Fixed-Width Sequential Confidence Intervals for the Mean
• A Sequential Analogue of the Behrens-Fisher Problem
• Practical Solutions of the Behrens-Fisher Problem
• On Fixed-Width Confidence Bounds for Regression Parameters
• Some two Sample Tests
• On Dependent Tests of Significance in the Analysis of Variance
• A Two-Sample Test for a Linear Hypothesis Whose Power is Independent of the Variance