Estimation of univariate normal mean using p-value

Kabir, Md Enamul and Khan, Shahjahan (2007) Estimation of univariate normal mean using p-value. In: 9th Islamic Countries Conference on Statistical Sciences (ICCS-IX): Statistics in the Contemporary World - Theories, Methods and Applications, 12-14 Dec 2007, Shah Alam, Malaysia.

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Abstract

[Abstract]: This paper estimates the mean of a normal distribution in presence of non-sample prior infor- mation regarding the value of the mean. We de¯ne the unrestricted estimator (UE), restricted estimator (RE), p-value based restricted estimator (PRE) and p-value based preliminary test estimator (PPTE) based on the sample, prior information, p-value of an appropriate test and combination of all them respectively. The relative performance of these estimators is studied on the basis of bias and mean square error (MSE) criteria. Both analytical and graphical com- parisons are investigated. If the p-value is reasonably small, the PRE almost uniformly over performs the UE and PPTE, regardless of the level of signi¯cance.


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Item Type: Conference or Workshop Item (Commonwealth Reporting Category E) (Paper)
Refereed: Yes
Item Status: Live Archive
Additional Information: No evidence of copyright restrictions on web site.
Depositing User: Professor Shahjahan Khan
Faculty / Department / School: Historic - Faculty of Sciences - Department of Maths and Computing
Date Deposited: 17 Apr 2008 01:57
Last Modified: 02 Jul 2013 23:01
Uncontrolled Keywords: pretest estimator, restricted estimator, p-value
Fields of Research (FOR2008): 01 Mathematical Sciences > 0104 Statistics > 010405 Statistical Theory
URI: http://eprints.usq.edu.au/id/eprint/4075

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