ABSTRACT
In this paper, some confidence intervals (CIs) for the product of powers of the generalized variances of k multivariate normal populations with possibly different dimensions are proposed. The performance of these CIs in terms of the coverage probabilities and average lengths were evaluated via a Monte Carlo simulation study. The results were found to be satisfactory. To demonstrate utility of the proposed CIs, applications on three real data sets were provided.
Acknowledgments
The corresponding author would like to thank the Iranian National Elites Foundation and University of Tabriz for the financial support of this research.