Student or educator? Sign up with your school email and get 6 months of Pro free.
Cited by 211

The DOI matches its Crossref record.

Estimation of the Means of Dependent Variables

Open access
Dunn, Olive Jean·1958·The Annals of Mathematical Statistics

Abstract

Methods are given for constructing sets of simultaneous confidence intervals for the means of variables which follow a multivariate normal distribution. In section (3), a set of confidence intervals is obtained for each of two special cases; first when the variances are assumed to be known, and second when the variances are assumed to be equal. These two sets have the property that the confidence is known exactly, rather than merely being bounded below. In the case of known variances, the intervals are of fixed lengths (i.e., the lengths are the same from sample to sample); when the variances are unknown, the intervals are of variable lengths. It may be surprising to note that nothing need be known about the covariances in order to obtain confidence intervals of fixed lengths whose confidence coefficient is exact. These intervals are long, and do not make use of all the information provided by the sample. Each of sections (4) to (7) considers a different method for obtaining confidence intervals of bounded confidence level. In each section a set of fixed lengths is obtained when the variances are assumed to be known, while a set of variable lengths is obtained when the variances are unknown but equal. In section (5) the set of variable lengths applies to the general multivariate normal distribution, all the other confidence intervals in this paper require some assumption concerning the variances. In section (8) the sets of intervals are compared on the basis of length. One of the bounded confidence level methods, which has been established only for two or three variables or for an arbitrary number of variables with a special type of correlation matrix, is shown to yield the best possible set. Another of the bounded confidence level methods, whose use is established in general, is shown to be almost as good as the best set for confidence coefficients of practical interest. It is interesting to notice that intervals with bounded confidence level, are found which are much shorter than the ones whose confidence level is exact. This need not surprise us, however. In the case of just one variable, we might easily find hat the 95% confidence intervals for the mean using the $t$-statistic were shorter on the average than 94% confidence intervals using order statistics. Moreover, since in admitting sets of confidence intervals with bounded confidence level we consider a much broader class of methods, we might almost expect that some of them would give better intervals.

Overview

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

A few free checks a day · papers already verified open instantly · results are public

Integrity signals

Registry

Crossref · 10.1214/aoms/1177706443

Cites

Statistics

Verification

Claims the paper makes

The claims and statistics of this paper haven’t been checked yet.

Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.

A few free checks a day · papers already verified open instantly · results are public

Self-check

Percentages, sums and reported differences re-computed from the paper’s own numbers.

The self-check needs the paper’s full text.

Citations

Cited by

See all 211

Metadata

Authors
Dunn, O. J.
Venue
The Annals of Mathematical Statistics
Published
1958-12
Volume
29
Issue
4
Pages
1095-1111
ISSN
0003-4851 (ISSN-L)
OpenAlex
W1968319517
Cited by
211
References
0
FWCI
2.93
Type
journal article
Language
en
Open access
bronze

About these checks

Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

Statistics and arithmetic are recomputed, not judged.

Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.

What counts as a claim ›How we measure confidence ›How we check this ›

Are you an author, or do you see a problem with this page? Request a review

How to cite

Cite CoChat for the checks on this page, and the paper for its own findings.

This page
CoChat. (2026). Citation check: Estimation of the Means of Dependent Variables. https://app.cochat.ai/papers/10.1214/aoms/1177706443
The paper
Dunn, O. J. (1958). Estimation of the Means of Dependent Variables. The Annals of Mathematical Statistics. https://doi.org/10.1214/aoms/1177706443

Data sources

Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.