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Fixed accuracy confidence interval on the common variance in compound symmetric multivariate normal sampling
Sequential Analysis ( IF 0.6 ) Pub Date : 2019-01-02 , DOI: 10.1080/07474946.2019.1574442 Pritam Sarkar 1 , Uttam Bandyopadhyay 1
Sequential Analysis ( IF 0.6 ) Pub Date : 2019-01-02 , DOI: 10.1080/07474946.2019.1574442 Pritam Sarkar 1 , Uttam Bandyopadhyay 1
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Abstract This work deals with construction of fixed accuracy confidence intervals for the common variance in compound symmetric multivariate normal distribution by adopting a Stein-type two-stage setup and a completely sequential setup. Related asymptotics are developed and the procedures are evaluated by simulation study.
更新日期：2019-01-02
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