NOTES ON OPTIMAL ALLOCATION FOR FIXED SIZE CONFIDENCE REGIONS OF THE DIFFERENCE OF TWO MULTINORMAL MEANS
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概要
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We consider the problem of constructing a fixed-size confidence region of the difference of two multinormal means when the covariance matrices have intraclass correlation structure. When the covariance matrices are known, we derive an optimal allocation. A two-stage procedure is given for the problem with unknown covariance matrices.