Confidence, Prediction, and Tolerance Regions for the Multivariate Normal Distribution

Authors :: Victor Chew
Source :: Journal of the American Statistical Association. 61:605-617
Publication Year :: 1966
Publisher :: Informa UK Limited, 1966.
Abstract: Formulas for confidence, prediction, and tolerance regions for the multivariate normal distribution for the various cases of known and unknown mean vector and covariance matrix are assembled for easy reference in this expository paper. Tables are provided for the bivariate case.

Subjects :: Statistics and Probability
Wishart distribution
Inverse-Wishart distribution
Statistics
Matrix t-distribution
Multivariate normal distribution
Matrix normal distribution
Multivariate t-distribution
Statistics, Probability and Uncertainty
Multivariate stable distribution
Normal-Wishart distribution
Mathematics

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