کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1151798 1489818 2014 21 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Multiple crossing sequential fixed-size confidence region methodologies for a multivariate normal mean vector
ترجمه فارسی عنوان
روشهای چندگانه پیروی از منطق اعتماد منطقهای ثابت برای یک بردار میانگین نرمال چند متغیره
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی

The asymptotically efficient and asymptotically consistent   purely sequential procedure of Mukhopadhyay and Al-Mousawi (1986) is customarily used to construct a confidence region RR for the mean vector μ of Np(μ,σ2H). This procedure does not have the exact consistency   property. Hp×p is assumed known and positive definite with σ2σ2 unknown. The maximum diameter of RR and the confidence coefficient are prefixed.A purely sequential sampling strategy is proposed allowing sampling until sample size crosses the boundary multiple times. We ascertain asymptotic efficiency and asymptotic consistency properties (Theorem 3.1). Its ability to nearly achieve required coverage probability without significant over-sampling is demonstrated with simulations. A truncation technique plus fine-tuning of the multiple crossing rule are proposed to increase practicality. Two real data illustrations are highlighted.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistical Methodology - Volume 21, November 2014, Pages 135–155
نویسندگان
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