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Two-stage procedures for the difference of two multinormal means with covariance matrices different only by unknown scalar multipliers |
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| Authors: | Yoshikazu Takada Makoto Aoshiina |
| Institution: | 1. Department of Mathematics , Kumanioto University , Faculty of Science, Kumamoto, 860, Japan;2. Department of Mathematics and Informatics , Tokyo Gakugei University , Tokyo, Japan, 184 |
| Abstract: | We consider the problem of constructing a fixed-size confidence region for the difference of means of two multivariate normal populations It is assumed that the variance-covariance matrices of two populations are different only by unknown scalar multipliers Two-stage procedures are presented to derive such a confidence region We also discuss the asymptotic efficiency of the procedure. |
| Keywords: | Multivariate normal population Fixed-size confidence region Two-stage procedure Asymptotic efficiency |