SEQUENTIAL ESTIMATION OF THE MEAN VECTOR WITH BETA-PROTECTION IN THE MULTIVARIATE DISTRIBUTION

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 µµµ by the sample from the multivariate normal distributed population with unknown mean vector µµµ and a positive definite variance-covariance matrix Σ.

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