A Robust Generalized Bayes Estimator and Confidence Region for a Multivariate Normal Mean

Minimum Volume Confidence Regions for a Multivariate Normal Mean Vector

Since Stein’s original proposal in 1962, a series of papers have constructed confidence regions of smaller volume than the standard spheres for the mean vector of a multivariate normal distribution. A general approach to this problem is developed here, and used to calculate a lower bound on the attainable volume. Bayes and fiducial methods are involved in the calculation. Scheffe-type problems ...

Invariant Empirical Bayes Confidence Interval for Mean Vector of Normal Distribution and its Generalization for Exponential Family

Based on a given Bayesian model of multivariate normal with  known variance matrix we will find an empirical Bayes confidence interval for the mean vector components which have normal distribution. We will find this empirical Bayes confidence interval as a conditional form on ancillary statistic. In both cases (i.e.  conditional and unconditional empirical Bayes confidence interval), the empiri...

Screening for a Multivariate Mixture Normal Distribution

Generalized F-tests for the multivariate normal mean

Based on Läuter’s (Biometrics, 1996) exact t test for biometrical studies related to the multivariate normal mean, we develop a generalized F -test for the multivariate normal mean and extend it to multiple comparison. The proposed generalized F tests have simple approximate null distributions. A Monte Carlo study and two real examples show that the generalized F -test is at least as good as th...

Comparing Mean Vectors Via Generalized Inference in Multivariate Log-Normal Distributions

Abstract In this paper, we consider the problem of means in several multivariate log-normal distributions and propose a useful method called as generalized variable method. Simulation studies show that suggested method has a appropriate size and power regardless sample size. To evaluation this method, we compare this method with traditional MANOVA such that the actual sizes of the two methods ...