𝔖 Bobbio Scriptorium
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QUANTILE ESTIMATION AND PROBABILITY COVERAGES

✍ Scribed by Breth, M.

Book ID
115209306
Publisher
Wiley (Blackwell Publishing)
Year
1980
Tongue
English
Weight
253 KB
Volume
22
Category
Article
ISSN
0004-9581

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Consider a confidence interval for a randomly chosen linear combination of the elements of the mean vector of a p-dimensional normal distribution. The constant coverage probability is the usual estimator for the coverage function of this interval. Wang (1995) have shown that this estimator is inadmi