Fixed width confidence region for the mean of a multivariate normal distribution

DOI10.1006/JMVA.2001.2006MaRDI QIDQ697456zbMATH OpenOpenAlexFDO

Authors Hisao Nagao, Muni S. Srivastava

Publication date 17 September 2002

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.2001.2006

zbMATH Keywords

asymptotic expansionscoverage probabilityreverse martingalescontrast of meanslargest latent root of covariance matrixspherical confidence regionsstopping variablestheorem on implicit functions

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

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Cited in

(7)

• Fixed–size confidence regions for the mean vector of a multinormal distribution
• Improved confidence regions for a mean vector under general conditions
• Sequential estimation for prescribed statistical accuracy in stochastic simulation of biological systems
• Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector
• Minimum volume confidence sets for parameters of normal distributions
• Ellipsoidal confidence regions for a normal covariance matrix
• Second-order properties of a two-stage fixed-size confidence region when the covariance matrix has a structure

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