科研之友
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摘要
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.
- 出版日期2016
