孟宪花, 王静龙, 吴贤毅. 单个多元正态总体均值向量联合置信区间的比较[J]. 应用概率统计, 2009, 25(1): 95-101.
引用本文: 孟宪花, 王静龙, 吴贤毅. 单个多元正态总体均值向量联合置信区间的比较[J]. 应用概率统计, 2009, 25(1): 95-101.
shu
Meng Xianhua, Wang Jinglong, Wu Xianyi. Comparison of Simultaneous Intervals for the Mean of a Multivariate Normal Distribution[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(1): 95-101.
Citation: Meng Xianhua, Wang Jinglong, Wu Xianyi. Comparison of Simultaneous Intervals for the Mean of a Multivariate Normal Distribution[J]. Chinese Journal of Applied Probability and Statistics, 2009, 25(1): 95-101.
shu

单个多元正态总体均值向量联合置信区间的比较

Comparison of Simultaneous Intervals for the Mean of a Multivariate Normal Distribution

    摘要
  • 摘要: 单个多元正态总体均值向量的Bonferroni和Scheff\'e联合置信区间在实际中经常用到, 本文主要采用解析的办法比较这两个置信区间的长短, 证明了当均值向量的维数2\le p\le 12时, Bonferroni联合置信区间比Scheff\'e联合置信区间短.

     

    Abstract: In this paper, we give an analytical comparison between Bonferroni and Scheff\'e simultaneous confidence intervals for themean of a multivariate normal distribution, which concludes that the Bonferroni intervals are shorter than the Scheff\'e intervals when the dimension of the mean vector is between 2 and 12.

     

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