Generalized inferences on the common mean vector of several multivariate normal populations |
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Authors: | S.H. Lin Jack C. Lee R.S. Wang |
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Affiliation: | 1. National Taichung Institute of Technology, 129 Sanmin Road Sec. 3, Taichung 404, Taiwan;2. Institute of Statistics and Graduate Institute of Finance, National ChiaoTung University, Taiwan;3. Institute of Statistics, National ChiaoTung University, Taiwan |
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Abstract: | The hypothesis testing and confidence region are considered for the common mean vector of several multivariate normal populations when the covariance matrices are unknown and possibly unequal. A generalized confidence region is derived using the concepts of generalized method based on the generalized p-value. The generalized confidence region is illustrated with two numerical examples. The merits of the proposed method are numerically compared with those of existing methods with respect to their expected area or expected d-dimensional volumes and coverage probabilities under different scenarios. |
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Keywords: | Combined estimator Coverage probability Expected d-dimensional volumes Generalized pivotal quantity Generalized test variable |
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