Some Recent Results in Normal Multivariate Confidence Bounds
نویسنده
چکیده
This paper gives a survey of some recent results, most of them available in print and the rest still unpublished, in confidence bounds on parametric f'unctions associated with multivariate normal distributions, that have been developed with a particular end in view. The general philosophy is discussed in greater detail than heretofore, and most of the results obtained so far are exhibited in that light, the buJk of the details of the various derivations being left out. Each parametric f'unction that is considered is interesting either by itself or as a measure of departure from some (customary) null hypothesis in the direction of some alternative that may be either standard or non-standard. Among the results discussed are those connected with one or two population dispersion matrices, multivariate linear hypotheses under a linear model, independence between two sets of variates , multiple independence among a p-set or among k sets of Pl,P2, .•• ,Pk'
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