Re: Confidence Interval from the covariance
From: Ray Koopman (koopman_at_sfu.ca)
Date: 08/27/04
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Date: 27 Aug 2004 02:39:57 -0700
pmfg.pan@mail.pt (Paulo Gonçalves) wrote in message
news:<n4jq8719wkmh@legacy>...
> The formula that is given in the response seems like the confidence
> interval of the average but what I search is the confidence interval
> of the covariance
Are the variables whose covariance you're estimating jointly normal?
Are their variances known, or only estimated?
Is the sample size large enough that an asymptotic interval will do?
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