Abstract
We introduce a notion of the best monotonic lower confidence limit for unknown parameter of distribution. Its existence is proved for the multiple correlation coefficient in the case of the normal law. An effective method of computing such a limit is described.
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References
M.G. Kendall and A. Stuart, The advanced theory of statistics, 2, London, 1962.
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© 1997 Springer Basel AG
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Slivnyak, I.M. (1997). A Lower Confidence Limit for the Multiple Correlation Coefficient. In: Gohberg, I., Lyubich, Y. (eds) New Results in Operator Theory and Its Applications. Operator Theory: Advances and Applications, vol 98. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-8910-0_17
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DOI: https://doi.org/10.1007/978-3-0348-8910-0_17
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-0348-9824-9
Online ISBN: 978-3-0348-8910-0
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