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

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Hyakutake, Hiroto; Kawasaki, Hidefumi;
(2004)
  • Publisher: Research Association of Statistical Sciences
  • Journal: Bulletin of informatics and cybernetics,volume 36,pages131-136 (issn: 0286-522X)
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  • Subject: fixed-size confidence interval | intraclass correlation | semi-infinite programming problem | two-stage procedure
    arxiv: Statistics::Methodology

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 pro... View more
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