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SIMULTANEOUS CONFIDENCE INTERVALS FOR VARIANCES.
- Source :
-
Journal of the American Statistical Association . Mar1969, Vol. 64 Issue 325, p324. 9p. - Publication Year :
- 1969
-
Abstract
- Given a sample of n vector observations from a multivariate normal population, Anderson and Roy-Gnanadesikan have given for the variances a set of confidence intervals which are approximate in that a lower bound only is known for the joint confidence coefficient. In the present study, exact procedures are developed in terms of multivariate Chi-square distributions, and more general approximate procedures are given via Bonferroni's inequality. A numerical investigation suggests that the Bonferroni lower bound is fairly sharp for a variety of parameter values, and it always is superior to the Roy-Gnanadesikan procedure in the bivariate case examined. A lower bound in terms of independent statistics further is examined far a special class of one-sided intervals. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01621459
- Volume :
- 64
- Issue :
- 325
- Database :
- Academic Search Index
- Journal :
- Journal of the American Statistical Association
- Publication Type :
- Academic Journal
- Accession number :
- 4603884
- Full Text :
- https://doi.org/10.1080/01621459.1969.10500977