Inference About a Common Mean Vector from Several Independent Multinormal Populations with Unequal and Unknown Dispersion Matrices
| dc.contributor.author | Kifle, Yehenew Getachew | |
| dc.contributor.author | MOLUH, ALAIN M. | |
| dc.contributor.author | SINHA, BIMAL K. | |
| dc.date.accessioned | 2022-10-07T15:29:23Z | |
| dc.date.available | 2022-10-07T15:29:23Z | |
| dc.date.issued | 2022-08-22 | |
| dc.description.abstract | In this paper we consider the problem of drawing inference about a common mean vector based on data from several independent multivariate normal populations with unknown and unequal dispersion matrices. An unbiased estimate of the common mean vector with its asymptotic estimated variance is suggested to test a hypothesis about it and also to construct a confidence ellipsoid. Both are valid in large samples. Another approximate method based on the notion of generalized P-value is also mentioned. Exact test procedures and construction of exact confidence sets for the common mean vector are presented. A comparison of the exact tests based on their local power is carried out. Applications include a simulated data set and also data from Current Population Survey (CPS) Annual Social and Economic Supplement (ASEC) 2021, conducted by the US Bureau of the Census for the Bureau of Labor Statistics. | en_US |
| dc.description.sponsorship | The authors are thankful to Dr. Tommy Wright for his encouragement and Professor Thomas Mathew for his helpful comments. The first author thankfully acknowledges 315 the summer research support from the UMBC Summer Research Faculty Fellowship (SURFF) program | en_US |
| dc.description.uri | https://www.census.gov/library/working-papers/2022/adrm/RRS2022-04.html | en_US |
| dc.format.extent | 37 pages | en_US |
| dc.genre | working papers | en_US |
| dc.genre | reports | en_US |
| dc.identifier | doi:10.13016/m2z8a2-pvwo | |
| dc.identifier.citation | Kifle, Yehenew G., Alain M. Moluh and Bimal K. Sinha. "Inference About a Common Mean Vector from Several Independent Multinormal Populations with Unequal and Unknown Dispersion Matrices." United States Census Bureau (AUGUST 22, 2022). https://www.census.gov/library/working-papers/2022/adrm/RRS2022-04.html | en_US |
| dc.identifier.uri | http://hdl.handle.net/11603/26115 | |
| dc.language.iso | en_US | en_US |
| dc.publisher | United States Census Bureau | en_US |
| dc.relation.isAvailableAt | The University of Maryland, Baltimore County (UMBC) | |
| dc.relation.ispartof | UMBC Mathematics Department Collection | |
| dc.relation.ispartof | UMBC Faculty Collection | |
| dc.relation.ispartof | UMBC Student Collection | |
| dc.rights | This is a work of the United States Government. In accordance with 17 U.S.C. 105, no copyright protection is available for such works under U.S. Law. | en_US |
| dc.rights | Public Domain Mark 1.0 | * |
| dc.rights.uri | http://creativecommons.org/publicdomain/mark/1.0/ | * |
| dc.title | Inference About a Common Mean Vector from Several Independent Multinormal Populations with Unequal and Unknown Dispersion Matrices | en_US |
| dc.type | Text | en_US |