Extending the A Priori Procedure for Estimating Location Parameter Under Multivariate Skew Normal Settings

In this work, a multivariate version of the a prior procedure (APP) for estimating the vector of location parameters under skew normal assumptions is studied, in which the necessary sample size to meet the given precision and the level of confidence is provided. The APP is a useful tool for researchers to determine the necessary sample size to reach goals pertaining to precision and confidence level simultaneously. Previous researchers focused mostly on univariate and bivariate cases. The present work addresses the lack of applications under the umbrella of the multivariate skew normal distributions. In addition to derivations of relevant equations, there is a link to a free and user-friendly computer program. Finally, we present computer simulations and a real data example to support our main results.