SEQUENTIAL ESTIMATION OF THE MEAN VECTOR WITH BETA-PROTECTION IN THE MULTIVARIATE DISTRIBUTION

• 발행기관: 충청수학회
• 저자명: Sung Lai Kim Hae In Song Min Soo Kim Yu Seon Jang
• 간행물 정보: 『Journal of the Chungcheong Mathematical Society』Volume 26, No. 1, 29~35쪽, 전체 7쪽
• 주제분류: 자연과학 > 자연과학일반
• 파일형태: PDF
• 발행일자: 2013.02.28

영문 초록

In the treatment of the sequential beta-protection pro- cedure, we de¯ne the reasonable stopping time and investigate that the stopping time Wijsman s requirements, coverage probabil-ity and beta-protection conditions, are satis¯ed in the estimation for the mean vector ¹ by the sample from the multivariate normal distributed population with unknown mean vector ¹ and a positive de¯nite variance-covariance matrix §.

목차

1. Introduction

2. Main theorem