期刊論文

學年 105
學期 1
出版(發表)日期 2016-08-03
作品名稱 An Optimal Confidence Region for the Largest and the Smallest Means from a Multivariate Normal Distribution
作品名稱(其他語言)
著者 Wu, Shu-Fei; Chen, Hubert J.
單位
出版者
著錄名稱、卷期、頁數 Communications in Statistics: Simulation and Computation 45(3), pp.952-967
摘要 An optimal confidence region is proposed for obtaining the largest and the smallest means of a multivariate normal distribution with a common unknown variance and a non-negative correlation coefficient. The confidence region is compared to a class of asymmetric confidence regions, and the results show that it is uniformly better. Further, a design-oriented two-stage confidence region with a fixed width is also given. Finally, the optimal confidence region is applied to an experiment to measure the treatment effectiveness of a physical therapy with four independent groups and the result reveals that the proposed confidence region can provide some useful information.
關鍵字 Confidence region;Fixed-width;Largest (smallest) mean;Least favorable configuration;Student
語言 en_US
ISSN 1532-4141
期刊性質 國外
收錄於 SCI
產學合作
通訊作者 Chen, Hubert J.
審稿制度
國別 USA
公開徵稿
出版型式 ,電子版
相關連結

機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/108152 )