NOTES ON OPTIMAL ALLOCATION FOR FIXED SIZE CONFIDENCE REGIONS OF THE DIFFERENCE OF TWO MULTINORMAL MEANS
- Publisher: Research Association of Statistical Sciences
Bulletin of informatics and cybernetics,
fixed-size confidence interval | intraclass correlation | semi-infinite programming problem | two-stage procedure
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.