Edgeworth size corrected W, LR and LM test in the formation of the preliminary test estimator

Khan, Shahjahan ORCID: https://orcid.org/0000-0002-0446-086X and Hoque, Zahirul and Billah, Baki (2006) Edgeworth size corrected W, LR and LM test in the formation of the preliminary test estimator. Journal of Statistical Research, 40 (2). pp. 55-64. ISSN 0256-422X

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Abstract

This paper defines the preliminary test estimator (PTE) of the univariate normal mean under the original as well as the Edgeworth size corrected Wald (W), likelihood ratio (LR) and Lagrange multiplier (LM) tests. The bias and mean squared error (MSE) functions of the estimators are derived. The conflicts among the biases and the MSEs of the PTEs
under the three original and the size corrected tests have been obtained. It is found that instead of the original W, LR and LM tests, the use of the Edgeworth size corrected W, LR and LM tests in the formation of the PTEs reduces the conflict among the biases and MSEs of the estimators remarkably.

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Item Type:	Article (Commonwealth Reporting Category C)
Refereed:	Yes
Item Status:	Live Archive
Additional Information:	Full text reference: Hoque, Z., Billah, B. and Khan, S. (2006). Edgeworth size corrected W, LR and LM test in the formation of the preliminary test estimator, Journal of Statistical Research, 40(2) 55-64.
Faculty/School / Institute/Centre:	Historic - Faculty of Sciences - Department of Maths and Computing (Up to 30 Jun 2013)
Faculty/School / Institute/Centre:	Historic - Faculty of Sciences - Department of Maths and Computing (Up to 30 Jun 2013)
Date Deposited:	11 Oct 2007 01:11
Last Modified:	08 Dec 2015 00:45
Uncontrolled Keywords:	Preliminary test estimator; Wald, likelihood ratio, Lagrange multiplier tests; bias; mean squared error
Fields of Research (2008):	01 Mathematical Sciences > 0104 Statistics > 010405 Statistical Theory 01 Mathematical Sciences > 0104 Statistics > 010401 Applied Statistics
URI:	http://eprints.usq.edu.au/id/eprint/2646

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