{"title":"On Fixed Accuracy Confidence Interval in Multivariate Normal Distribution with Order 1 Autoregressive Covariance Structure.","authors":"Pritam Sarkar, Uttam Bandyopadhyay, Rahul Bhattacharya","doi":"10.1007/s42519-022-00310-7","DOIUrl":null,"url":null,"abstract":"<p><p>In this paper, stein-type two-stage sampling procedure is carried out for fixed accuracy confidence interval estimation of the common variance ( <math><msup><mi>σ</mi> <mn>2</mn></msup> </math> ) parameter corresponding to multivariate normal distribution with autoregressive covariance structure of order 1. Related asymptotics are obtained and simulation results are presented.</p>","PeriodicalId":45853,"journal":{"name":"Journal of Statistical Theory and Practice","volume":"17 1","pages":"13"},"PeriodicalIF":0.6000,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9735063/pdf/","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Statistical Theory and Practice","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1007/s42519-022-00310-7","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, stein-type two-stage sampling procedure is carried out for fixed accuracy confidence interval estimation of the common variance ( ) parameter corresponding to multivariate normal distribution with autoregressive covariance structure of order 1. Related asymptotics are obtained and simulation results are presented.
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