具有半空间形状的置信度集

Journal of the royal statistical society series b-methodological Pub Date : 1992-07-01 DOI:10.1111/J.2517-6161.1992.TB01456.X

François Perron

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引用次数: 0

摘要

对于p维正态分布p1均值的估计问题，提出了基于以观测向量为正态的超平面为界的半空间置信区域。构造了具有精确覆盖概率的置信区域。提供表格

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Confidence sets having the shape of a half-space

For the problem of estimating the mean of a p-dimensional normal distribution, p1, confidence regions based on half-spaces bounded by a hyperplane having the vector of observations as normal are proposed. Confidence regions with exact probability of coverage are constructed. Tables are provided

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Journal of the royal statistical society series b-methodological

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