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キーワード:
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要旨:
We present a simple, geometric method to
construct Fieller's exact confidence sets for
ratios of jointly normally distributed random
variables. Contrary to previous geometric
approaches in the literature, our method is
valid in the general case where both sample mean
and covariance are unknown. Moreover, not only
the construction but also its proof are purely
geometric and elementary, thus giving intuition
into the nature of the confidence sets.
