Document Zbl 0774.62034

Confidence sets having the shape of a half-space. (English) Zbl 0774.62034

J. R. Stat. Soc., Ser. B 54, No. 3, 845-852 (1992).

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

Keywords:

monotone likelihood ratio; mean estimation; conditional distribution; multivariate normal distribution; tables; confidence regions; half- spaces; hyperplane; exact probability of coverage

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