학술저널
Sequential Confidence Set of the Mean Vector of a Multivariate Distribution
- 충청수학회
- Journal of the Chungcheong Mathematical Society
- Volume 5, No. 1
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1992.0687 - 97 (11 pages)
- 0
Sequential procedure with β-protection for the mean vector μ(θ) of a p(> 1)-variate multivariate distribution Pθ,θ ∈ θ, with covariance matrix Σ(θ) is considered when the only nuisance parameters is Σ(θ). We obtain a confidence set for μ(θ) with coverage probability condition and β-protection at μ - δ(θ) for some imprecision function δ : RP →RP.
ABSTRACT
I. Introduction
II. Sequential confidence sets with β-protection
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