| 单个多元正态总体均值向量联合置信区间的比较 |
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| 引用本文： | 孟宪花,王静龙,吴贤毅.单个多元正态总体均值向量联合置信区间的比较[J].应用概率统计,2009,25(1):95-101. |
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| 作者姓名： | 孟宪花 王静龙 吴贤毅 |
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| 作者单位： | 华东师范大学金融与统计学院,上海,200241 |
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| 摘 要： | 单个多元正态总体均值向量的Bonferroni和Scheff\'{e}联合置信区间在实际中经常用到,本文主要采用解析的办法比较这两个置信区间的长短, 证明了当均值向量的维数$2\le p\le 12$时, Bonferroni联合置信区间比Scheff\'{e}联合置信区间短.
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| 关 键 词： | Bonferroni联合置信区间 Scheffé联合置信区间 多重比较. |
Comparison of Simultaneous Intervals for the Mean of a Multivariate Normal Distribution |
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| MENG Xianhua,WANG Jinglong,WU Xiangy.Comparison of Simultaneous Intervals for the Mean of a Multivariate Normal Distribution[J].Chinese Journal of Applied Probability and Statisties,2009,25(1):95-101. |
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| Authors: | MENG Xianhua WANG Jinglong WU Xiangy |
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| Institution: | School of Finance and Statistics, East China Normal University |
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| Abstract: | In this paper, we give an analytical comparison between Bonferroni and Scheff\'{e} simultaneous confidence intervals for themean of a multivariate normal distribution, which concludes that the Bonferroni intervals are shorter than the Scheff\'{e} intervals when the dimension of the mean vector is between 2 and 12. |
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| Keywords: | Bonferroni simultaneous confidence interval multiple comparisons |
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