Simultaneous Sequential Confidence Intervals of Fixed Widths for Several Means Using Bonferroni Inequality
نویسندگان
چکیده
Sequentially constructed conndence intervals for a single mean are widely used to control the length of a simulation run. When the analyst is simultaneously interested in several response variables, the control of a simulation run needs sequential conndence regions. In this paper we examine asymptotic properties of sequentially constructed conndence regions based on the Bonferroni inequality. We also report empirical results when simultaneous conndence intervals for normal and transformed normal means are constructed.
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