Calculation of Confidence Bands for the Mean of Repeated Observations


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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.

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A. Belov

Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University

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Email: ba511@bk.ru
俄罗斯联邦, Moscow

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