Confidence sets having the shape of a half-space

François Perron
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Abstract

For the problem of estimating the mean of a p-dimensional normal distribution, p1, confidence regions based on half-spaces bounded by a hyperplane having the vector of observations as normal are proposed. Confidence regions with exact probability of coverage are constructed. Tables are provided
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具有半空间形状的置信度集
对于p维正态分布p1均值的估计问题,提出了基于以观测向量为正态的超平面为界的半空间置信区域。构造了具有精确覆盖概率的置信区域。提供表格
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