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On estimating the variance of a generalized Laplace distribution

โœ Scribed by D. Sharma


Publisher
Springer
Year
1984
Tongue
English
Weight
180 KB
Volume
31
Category
Article
ISSN
0026-1335

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โœ George Iliopoulos; Stavros Kourouklis ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 703 KB

A confidence interval for the generalized variance of a matrix normal distribution with unknown mean is constructed which improves on the usual minimum size (i.e., minimum length or minimum ratio of endpoints) interval based on the sample generalized variance alone in terms of both coverage probabil