A new confidence interval for standardized generalized variances of k-multivariate normal populations

Abstract

In this article, we have proposed a new confidence interval for the product of standardized generalized variance for k-multivariate normal populations. The results are reported in terms of coverage probabilities and average lengths by designing a simulation study. The performance of the proposed confidence interval is evaluated by comparing it to those provided by Najarzadeh. The results are acceptable. In order to exploit the usefulness of the proposed confidence interval, real life data applications are discussed.

Keywords:

• Average length
• Confidence interval (CI)
• Coverage probability
• Simulation method
• Standardized generalized variance

MATHEMATICS SUBJECT CLASSIFICATION:

• 62-XX; 62H15