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http://dx.doi.org/10.14403/jcms.2013.26.1.029

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)
Publication Information
Journal of the Chungcheong Mathematical Society / v.26, no.1, 2013 , pp. 29-36 More about this Journal
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 ${\Sigma}$.
Keywords
sequential estimation; multivariate normal; coverage probability; beta-protection;
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