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.