{"id":530,"date":"2017-09-24T06:51:24","date_gmt":"2017-09-24T06:51:24","guid":{"rendered":"http:\/\/jsr.isrt.ac.bd\/?post_type=article&p=530"},"modified":"2017-09-24T06:51:58","modified_gmt":"2017-09-24T06:51:58","slug":"note-mean-volume-confidence-ellipsoid-mean-multivariate-normal-distribution","status":"publish","type":"article","link":"http:\/\/jsr.isrt.ac.bd\/article\/note-mean-volume-confidence-ellipsoid-mean-multivariate-normal-distribution\/","title":{"rendered":"A note on the mean volume of confidence ellipsoid for the mean of multivariate normal distribution"},"content":{"rendered":"
This paper shows that more data or information is better in estimating the mean
\nof a multivariate normal distribution. Precisely, the mean volume of con\fdence
\nellipsoid for the mean decrease with addition of independent observation. This
\nresult is obvious when the variance-covariance matrix of the multivariate normal
\ndistribution is known, but it not so straight to see the result when the variancecovariance
\nmatrix is unknown.<\/p>\n