Confidence bands for bivariate quantiles
Michael J. Evans
Abstract
Michael J. Evans
Abstract
The problem of calculating joint confidence bands for the quantiles of the bivariate normal distribution is solved. Numerical implementation of the results is discussed and calculations are presented for selected cases.
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The problem of calculating joint confidence bands for the quantiles of the bivariate normal distribution is solved. Numerical implementation of the results is discussed and calculations are presented for selected cases.
Key concepts: Quantile, Bivariate analysis, Joint probability distribution, Confidence interval, Statistics, Mathematics, Joint (building), Confidence and prediction bands