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.

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

  • 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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