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June, 1961 Confidence Sets for Multivariate Medians
P. G. Hoel, E. M. Scheuer
Ann. Math. Statist. 32(2): 477-484 (June, 1961). DOI: 10.1214/aoms/1177705054


This paper considers the problem of finding confidence sets of the parallelepiped type based on extreme order statistics for multivariate medians when no parametric assumptions are made. A partial characterization of a multivariate distribution which will minimize the probability of the specified parallelepiped covering the multivariate median is given. This characterization enables one to obtain a sharp lower bound for the probability of coverage, provided the number of medians does not exceed seven and under the assumption that the structure is independent of the sample size.


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P. G. Hoel. E. M. Scheuer. "Confidence Sets for Multivariate Medians." Ann. Math. Statist. 32 (2) 477 - 484, June, 1961.


Published: June, 1961
First available in Project Euclid: 27 April 2007

zbMATH: 0209.50301
MathSciNet: MR125693
Digital Object Identifier: 10.1214/aoms/1177705054

Rights: Copyright © 1961 Institute of Mathematical Statistics

Vol.32 • No. 2 • June, 1961
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