2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/130559Starting from the observation of an R^n-Gaussian vector of mean f and covariance matrix σ^2 I_n (I_n is the identity matrix), we propose a method for building a Euclidean confidence ball around f, with prescribed probability of coverage. For each n, we describe its nonasymptotic property and show its optimality with respect to some criteria.Statistics Theory62G15 (Primary) 62G05, 62G10. (Secondary)text