Journal of the Chungcheong Mathematical Society (충청수학회지)

The Chungcheong Mathematical Society (충청수학회)
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SEQUENTIAL ESTIMATION OF THE MEAN VECTOR WITH BETA-PROTECTION IN THE MULTIVARIATE DISTRIBUTION

  • Kim, Sung Lai (Department of Mathematics Chungnam National University) ;
  • Song, Hae In (Department of Mathematics Chungnam National University) ;
  • Kim, Min Soo (Department of Mathematics Chungnam National University) ;
  • Jang, Yu Seon (Department of Mathematics Chungnam National University)
  • Received : 2011.12.28
  • Accepted : 2013.01.11
  • Published : 2013.02.15
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Abstract

In the treatment of the sequential beta-protection procedure, we define the reasonable stopping time and investigate that for the stopping time Wijsman's requirements, coverage probability and beta-protection conditions, are satisfied in the estimation for the mean vector ${\mu}$ by the sample from the multivariate normal distributed population with unknown mean vector ${\mu}$ and a positive definite variance-covariance matrix ${\Sigma}$.

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References

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