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    Title: An Optimal Confidence Region for the Largest and the Smallest Means from a Multivariate Normal Distribution
    Authors: Wu, Shu-Fei;Chen, Hubert J.
    Keywords: Confidence region;Fixed-width;Largest (smallest) mean;Least favorable configuration;Student
    Date: 2016-08-03
    Issue Date: 2016-10-25 02:10:30 (UTC+8)
    Publisher: Taylor & Francis Inc.
    Abstract: An optimal confidence region is proposed for obtaining the largest and the smallest means of a multivariate normal distribution with a common unknown variance and a non-negative correlation coefficient. The confidence region is compared to a class of asymmetric confidence regions, and the results show that it is uniformly better. Further, a design-oriented two-stage confidence region with a fixed width is also given. Finally, the optimal confidence region is applied to an experiment to measure the treatment effectiveness of a physical therapy with four independent groups and the result reveals that the proposed confidence region can provide some useful information.
    Relation: Communications in Statistics: Simulation and Computation 45(3), pp.952-967
    DOI: 10.1080/03610918.2014.889160
    Appears in Collections:[統計學系暨研究所] 期刊論文

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