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Modified confidence intervals for the Mahalanobis distance

Garthwaite, Paul H.; Elfadaly, Fadlalla G. and Crawford, John R. (2017). Modified confidence intervals for the Mahalanobis distance. Statistics & Probability Letters, 127 pp. 131–137.

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DOI (Digital Object Identifier) Link: https://doi.org/10.1016/j.spl.2017.03.029
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Abstract

Reiser (2001) proposes a method of forming confidence interval for a Mahalanobis distance that yields intervals which have exactly the nominal coverage, but sometimes the interval is View the MathML source (0,0). We consider the case where Mahalanobis distance quantifies the difference between an individual and a population mean, and suggest a modification that avoids implausible intervals.

Item Type: Journal Item
Copyright Holders: 2017 Elsevier
ISSN: 0167-7152
Keywords: Credible interval; Noncentral F; Objective prior
Academic Unit/School: Faculty of Science, Technology, Engineering and Mathematics (STEM) > Mathematics and Statistics
Faculty of Science, Technology, Engineering and Mathematics (STEM)
Item ID: 49479
Depositing User: Fadlalla Elfadaly
Date Deposited: 26 May 2017 08:34
Last Modified: 26 Jul 2017 14:07
URI: http://oro.open.ac.uk/id/eprint/49479
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