Accession Number : AD0763463

Title :   Remarks on Multivariate Confidence Bounds.

Descriptive Note : Research rept.,

Corporate Author : VIRGINIA POLYTECHNIC INST AND STATE UNIV BLACKSBURG DEPT OF STATISTICS

Personal Author(s) : Jensen,Donald R.

Report Date : 15 JUL 1973

Pagination or Media Count : 17

Abstract : Confidence bounds are given for all bilinear forms a'(theta)b in the parameters of the multivariate linear model using any phi belonging to the class Phi of functions increasing in the eigenvalues of a random matrix. An extension yields simultaneous tests for all hypotheses H: A'(Theta)B = 0 using any phi epsilon Phi. The optimality of the Roy-Bose bounds for a'(theta)b in the class Phi is established. These findings are consequences of a variational lemma which yields bounds on the joint distribution of Friedman's statistics even in small samples. (Author)

Descriptors :   (*MULTIVARIATE ANALYSIS, CONFIDENCE LIMITS), MATHEMATICAL MODELS, MATRICES(MATHEMATICS), STATISTICAL TESTS, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE