Confidence sets having the shape of a half-space. (English) Zbl 0774.62034
Summary: For the problem of estimating the mean of a \(p\)-dimensional normal distribution, \(p>1\), confidence regions based on half-spaces bounded by a hyperplane having the vector of observations as normal are proposed. Confidence regions with exact probability of coverage are constructed. Tables are provided.
MSC:
62F25 | Parametric tolerance and confidence regions |
62H12 | Estimation in multivariate analysis |
62B05 | Sufficient statistics and fields |