Description Usage Arguments Details Value Examples
Function for the average coverage probability calculation under a known value of the mean vector.
1 | cov_prob(chi, lam, th_vec)
|
chi |
a scalar half-length value χ. |
lam |
a scalar shrinkage factor λ. |
th_vec |
a normalized mean vector. |
This function was created for the purpose of simulations.
average coverage probability.
1 |
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