NOTES ON OPTIMAL ALLOCATION FOR FIXED SIZE CONFIDENCE REGIONS OF THE DIFFERENCE OF TWO MULTINORMAL MEANS - Collections

＜journal article＞
NOTES ON OPTIMAL ALLOCATION FOR FIXED SIZE CONFIDENCE REGIONS OF THE DIFFERENCE OF TWO MULTINORMAL MEANS

Creator	Author PID K000536 Creator Name Hyakutake, Hiroto 百武, 弘登 Affiliation Affiliation Name Faculty of Mathematics, Kyushu University 九州大学大学院数理学研究院
Creator	Author PID K000705 Creator Name Kawasaki, Hidefumi 川崎, 英文 Affiliation Affiliation Name Faculty of Mathematics, Kyushu University 九州大学大学院数理学研究院
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	2004-12
Source Title	Bulletin of informatics and cybernetics
Vol	36
First Page	131
Last Page	136
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/12583
Related DOI	Bulletin of informatics and cybernetics \|\| 36 \|\| p131-136
Related DOI	http://bic.math.kyushu-u.ac.jp/
Related URI	Bulletin of informatics and cybernetics \|\| 36 \|\| p131-136
Related URI	http://bic.math.kyushu-u.ac.jp/
Relation	Bulletin of informatics and cybernetics \|\| 36 \|\| p131-136
Relation	http://bic.math.kyushu-u.ac.jp/
Abstract	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 covarianc...e matrices are known, we derive an optimal allocation. A two-stage procedure is given for the problem with unknown covariance matrices.show more

File	FileType	Size	Views	Description
p131	pdf	172 KB	347

PISSN	0286-522X
EISSN	2435-743X
NCID	AA10634475
Record ID	12583
Peer-Reviewed	Refereed
Subject Terms	fixed-size confidence interval
	intraclass correlation
	semi-infinite programming problem
	two-stage procedure
Type	学術雑誌論文
Created Date	2009.04.22
Modified Date	2020.10.22