Confidence intervals for the largest mean from k correlated normal populations

DOI10.1080/03610917808812071zbMath0445.62066OpenAlexW2041160286MaRDI QIDQ3889944

P. J. Tsai, Mike W. Wang, Hubert J. Chen

Publication date: 1978

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610917808812071

zbMATH Keywords

confidence intervalsmultivariate tcorrelation matrixmultivariate normallargest meancomputing algorithmoptimal intervallargest characteristic rootcorrelated normal populations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Software, source code, etc. for problems pertaining to statistics (62-04) Parametric tolerance and confidence regions (62F25)

Related Items

A class of confidence intervals for the largest component mean of a multivariate normal population

Cites Work

• On interval estimation and simultaneous selection of ordered location or scale parameters
• An asymptotically optimal sequential procedure for the estimation of the largest mean
• New Tables for Multiple Comparisons With a Control (Unknown Variances)
• Estimation of ordered parameters fromk stochastically increasing distributions
• Probability Integrals of Multivariate Normal and Multivariate $t^1$
• Estimation of the Larger of Two Normal Means
• Confidence intervals for ranked means