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Fixed accuracy confidence interval on the common variance in compound symmetric multivariate normal sampling
P SARKAR, U BANDYOPADHYAY
Published in Taylor and Francis Inc.
2019
Volume: 38
   
Issue: 1
Pages: 46 - 56
Abstract
This work deals with construction of fixed accuracy confidence intervals for the common variance in compound symmetric multivariate normal distribution by adopting a Stein-type two-stage setup and a completely sequential setup. Related asymptotics are developed and the procedures are evaluated by simulation study. © 2019, © 2019 Taylor & Francis Group, LLC.
About the journal
JournalData powered by TypesetSequential Analysis
PublisherData powered by TypesetTaylor and Francis Inc.
ISSN0747-4946