| Article ID: | iaor1997772 |
| Country: | United States |
| Volume: | 15 |
| Issue: | 3/4 |
| Start Page Number: | 291 |
| End Page Number: | 308 |
| Publication Date: | Jul 1995 |
| Journal: | American Journal of Mathematical and Management Sciences |
| Authors: | Hyakutake Hiroto, Takada Yoshikazu, Aoshima Makoto |
The problem of constructing fixed-size confidence regions for estimating the mean vector of a multivariate normal distribution is considered when the covariance matrix has the intraclass correlation coefficient. Two-stage procedure and purely sequential procedure are proposed. In order to apply these procedures, an asymptotic approximation to a distribution is used.