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  Confidence Sets for Ratios: A Purely Geometric Approach To Fieller's Theorem

von Luxburg, U., & Franz, V.(2004). Confidence Sets for Ratios: A Purely Geometric Approach To Fieller's Theorem (133). Tübingen, Germany: Max Planck Institute for Biological Cybernetics.

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Item Permalink: http://hdl.handle.net/11858/00-001M-0000-0013-F351-5 Version Permalink: http://hdl.handle.net/21.11116/0000-0002-8B2B-2
Genre: Report

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MPIK-TR-133.pdf (Publisher version), 134KB
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 Creators:
von Luxburg, U1, 2, Author              
Franz, VH, Author              
Affiliations:
1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              
2Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497794              

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 Abstract: 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.

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 Dates: 2004-12
 Publication Status: Published in print
 Pages: 11
 Publishing info: Tübingen, Germany : Max Planck Institute for Biological Cybernetics
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 Rev. Type: -
 Identifiers: Report Nr.: 133
BibTex Citekey: 3172
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Title: Technical Report of the Max Planck Institute for Biological Cybernetics
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Pages: - Volume / Issue: 133 Sequence Number: - Start / End Page: - Identifier: -