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학술저널

SEQUENTIAL ESTIMATION OF THE MEAN VECTOR WITH BETA-PROTECTION IN THE MULTIVARIATE DISTRIBUTION

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In the treatment of the sequential beta-protection pro- cedure, we de¯ne the reasonable stopping time and investigate that the stopping time Wijsman s requirements, coverage probabil-ity and beta-protection conditions, are satis¯ed in the estimation for the mean vector ¹ by the sample from the multivariate normal distributed population with unknown mean vector ¹ and a positive de¯nite variance-covariance matrix §.

1. Introduction

2. Main theorem

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