Modified confidence intervals for the Mahalanobis distance

Paul H. Garthwaite*, Fadlalla G. Elfadaly, John R. Crawford

*Corresponding author for this work

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

Reiser (2001) proposes a method of forming confidence interval for a Mahalanobis distance that yields intervals which have exactly the nominal coverage, but sometimes the interval is (0,0). We consider the case where Mahalanobis distance quantifies the difference between an individual and a population mean, and suggest a modification that avoids implausible intervals.

Original languageEnglish
Pages (from-to)131-137
Number of pages7
JournalStatistics and Probability Letters
Volume127
Early online date12 Apr 2017
DOIs
Publication statusPublished - Aug 2017

    Fingerprint

Keywords

  • Credible interval
  • Noncentral F
  • Objective prior

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this