Confidence prediction of the mean values of multiple observations


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Abstract

The confidence prediction of the mean value ofmultiple responses in a linear multivariate normal regression model is considered. In order to solve it, confidence intervals of the mean value of multiple responses and its predicted value are obtained. They are numerically modeled and analyzed in comparison with known analogues for regression and individual response.

About the authors

A. G. Belov

Department of Computational Mathematics and Cybernetics

Author for correspondence.
Email: ba511@bk.ru
Russian Federation, Moscow, 119991

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