A bayes test for simple versus one-sided hypothesis on the mean vector of a multivariate normal Distribution

1998 ◽  
Vol 27 (10) ◽  
pp. 2371-2389 ◽  
Author(s):  
Man-Suk Oh
Keyword(s):  
Normal Distribution ◽  
Multivariate Normal Distribution ◽  
Multivariate Normal ◽  
The Mean ◽  
Mean Vector ◽  
Bayes Test

scholarly journals On sequential estimation of a certain estimable function of the mean vector of a multivariate normal distribution

1973 ◽  
Vol 15 (3) ◽  
pp. 291-295 ◽  
Author(s):  
V. K. Rohatgi ◽  
Suresh C. Rastogi
Keyword(s):  
Normal Distribution ◽  
Multivariate Normal Distribution ◽  
Sequential Estimation ◽  
Stopping Rule ◽  
Diagonal Matrix ◽  
Multivariate Normal ◽  
The Mean ◽  
Mean Vector

Consider a k-variable normal distribution Ν (μ,Σ where mgr; = (μ1,μ2, … μk)' and Σ is diagonal matrix of unknown elements >0,i = 1,2, … k. The problem of sequential estimation of = 1 αiμi is considered. The stopping rule is shown to have some interesting limiting properties when the σi's become infinite.

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