Edgeworth size corrected W, LR and LM test in the formation of the preliminary test estimator
Article
Article Title | Edgeworth size corrected W, LR and LM test in the formation of the preliminary test estimator |
---|---|
ERA Journal ID | 900 |
Article Category | Article |
Authors | Khan, Shahjahan (Author), Hoque, Zahirul (Author) and Billah, Baki (Author) |
Journal Title | Journal of Statistical Research |
Journal Citation | 40 (2), pp. 55-64 |
Number of Pages | 12 |
Year | 2006 |
Publisher | University of Dhaka |
Place of Publication | Bangladesh |
ISSN | 0020-3165 |
0256-422X | |
Web Address (URL) | http://jsr.isrt.ac.bd/article/edgeworth-size-corrected-w-lr-lm-tests-formation-preliminary-test-estimator/ |
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 |
Keywords | Preliminary test estimator; Wald, likelihood ratio, Lagrange multiplier tests; bias; mean squared error |
Contains Sensitive Content | Does not contain sensitive content |
ANZSRC Field of Research 2020 | 490509. Statistical theory |
490501. Applied statistics | |
Byline Affiliations | Department of Mathematics and Computing |
United Arab Emirates University, United Arab Emirates | |
Monash University |
https://research.usq.edu.au/item/9y389/edgeworth-size-corrected-w-lr-and-lm-test-in-the-formation-of-the-preliminary-test-estimator
Download files
1992
total views323
total downloads0
views this month0
downloads this month