Invariant Empirical Bayes Confidence Interval for Mean Vector of Normal Distribution and its Generalization for Exponential Family
Based on a given Bayesian model of multivariate normal with known variance matrix we will find an empirical Bayes confidence interval for the mean vector components which have normal distribution. We will find this empirical Bayes confidence interval as a conditional form on ancillary statistic. In...
Main Author: | |
---|---|
Format: | Article |
Language: | fas |
Published: |
Kharazmi University
2017-09-01
|
Series: | پژوهشهای ریاضی |
Subjects: | |
Online Access: | http://mmr.khu.ac.ir/article-1-2648-en.html |