A Confidence Tube of the Mean Value of Multiple Observations in Multivariate Linear Normal Multiregression

Abstract

The problem of constructing a confidence tube of the mean value of multiple responses in a multivariate linear normal multiregression model is considered. To solve it, confidence multivariate ellipsoidal limits of the mean value of multiple responses are obtained. In the case of a simple bivariate regression model, confidence tubes are numerically modelled and analyzed by comparing them for the mean of multiple observations, regression, and response.