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...

Full description

Bibliographic Details
Main Author: mehdi shams
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