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A Two-Stage Test for the Mean of a Multivariate Normal Distribution with Known Covariance Matrix

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 51, No. 3 (Dec., 1989), pp. 425-428 (4 pages) A two-stage analogue of the chi-square test for the mean of a multivariate normal ...
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Algorithm AS 292: Fisher Information Matrix for the Extreme Value, Normal and Logistic Distributions and Censored Data

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 43, No. 3 (1994), pp. 533-540 (8 pages) This item is part of a JSTOR Collection. For ...