Abstract
Scheffé (1970) introduced a method for deriving confidence sets for directions and ratios of normals. The procedure requires use of an approximation and Scheffé provided evidence that the method performs well for cases in which the variances of the random deviates are known. This paper extends Scheffé's numerical integrations to the case of unknown variances. Our results indicate that Scheffé's method works well when variances are unknown
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