Lower Confidence Limits for the Impact Probability Within a Circle in the Normal Case.
GEORGE WASHINGTON UNIV WASHINGTON D C DEPT OF STATISTICS
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Lower confidence limits are derived for the impact probability within a circle of fixed radius in the bivariate normal case with zero mean vector. For independent coordinates and known ratio of variances, the lower confidence limit is a strongly consistent estimator of the impact probability and is uniformly most accurate UMA. When the ratio of the variances is also unknown, the lower confidence limit is a strongly consistent estimator of the impact probability. Some discussion is provided when the correlation between the coordinates is unknown. A Table of the impact probability function is provided which can be employed for both point estimation and for obtaining lower confidence limits and the use of the table is demonstrated. A FORTRAN program for the computation of the impact probability is included. Author
- Statistics and Probability
- Military Operations, Strategy and Tactics