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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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Authors and Affiliations

  1. Faculty of Computational Mathematics and Cybernetics, Lomonosov Moscow State University, Moscow, Russia

    A. G. Belov

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  1. A. G. Belov
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Correspondence to A. G. Belov.

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Translated from Prikladnaya Matematika i Informatika, No. 60, 2019, pp. 62–71.

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Belov, A.G. Calculation of Confidence Bands for the Mean of Repeated Observations. Comput Math Model 30, 285–294 (2019). https://doi.org/10.1007/s10598-019-09454-x

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