Calculation of Confidence Bands for the Mean of Repeated Observations

Аннотация

The article constructs simultaneous (simultaneous) confidence intervals for the mean of repeated observations in a multiple linear normal regression. A numerical method is described and applied for the adjustment of point confidence intervals of the mean of repeated observations. A more accurate result is obtained by a numerical method that computes the critical value that determines the simultaneous confidence interval of a given level. We conduct numerical simulation and carry out a comparative analysis of the simultaneous confidence interval with the point confidence interval for the mean of repeated observations and for an individual observation.