title: Estimation of univariate normal mean using p-value
creator: Kabir, Md Enamul
creator: Khan, Shahjahan
subject: 230203 Statistical Theory
description: [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.
publisher: Institute of Mathematical Sciences, University of Malaya
contributor: Ahmad, Munir
contributor: Mohamed, Ibrahim
contributor: Osman, Jamil
contributor: Ibrahim, Noor Akma
date: 2007
type: Conference or Workshop Item (DEST Category E)
type: PeerReviewed
format: application/pdf
identifier: http://eprints.usq.edu.au/4075/1/Kabir_Khan.pdf
relation: http://ismy.math.um.edu.my/iccs/ICCS2007.htm
identifier: 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, Concord Hotel, Shah Alam, Malaysia.
relation: http://eprints.usq.edu.au/4075/