Email this article Calculation of Confidence Bands for the Mean of Repeated Observations
- Authors: Belov A.G.1
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Affiliations:
- Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
- Issue: Vol 30, No 3 (2019)
- Pages: 285-294
- Section: III. Informatics
- URL: https://journals.rcsi.science/1046-283X/article/view/247897
- DOI: https://doi.org/10.1007/s10598-019-09454-x
- ID: 247897
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Abstract
The article constructs simultaneous (simultaneous) confidence intervals for the mean of repeated observations in a multiple linear normal regression. A numerical method is described and applied for the adjustment of point confidence intervals of the mean of repeated observations. A more accurate result is obtained by a numerical method that computes the critical value that determines the simultaneous confidence interval of a given level. We conduct numerical simulation and carry out a comparative analysis of the simultaneous confidence interval with the point confidence interval for the mean of repeated observations and for an individual observation.
About the authors
A. G. Belov
Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University
Author for correspondence.
Email: ba511@bk.ru
Russian Federation, Moscow
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