Testing base load with non-sample prior information on process load
Article
Article Title | Testing base load with non-sample prior information on process load |
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ERA Journal ID | 857 |
Article Category | Article |
Authors | Khan, Shahjahan (Author) and Pratikno, Budi (Author) |
Journal Title | Statistical Papers |
Journal Citation | 54 (3), pp. 605-617 |
Number of Pages | 13 |
Year | 2013 |
Place of Publication | Heidelberg, Germany |
ISSN | 0932-5026 |
1613-9798 | |
Digital Object Identifier (DOI) | https://doi.org/10.1007/s00362-012-0451-4 |
Web Address (URL) | http://www.springerlink.com/content/f72318844v532174/ |
Abstract | Inference about population parameters could be improved using non-sample prior information (NSPI) from reliable sources along with the available data. This paper studies the problem of testing the intercept parameter of a simple regression model when NSPI is available on the value of the slope. The information on the slope may have the three different scenarios: (i) unknown (unspecified), (ii) known (certain or specified), and (iii) uncertain if the suspected value is unsure, for which we define the unrestricted test (UT), restricted test (RT) and pre-test test (PTT) for the intercept parameter. The test statistics, their sampling distributions, and power functions are derived. Comparison of the power functions and size of the tests are used to search and recommend a best test. The study reveals that the PTT has a reasonable dominance over the UT and RT both in terms of achieving highest power and lowest size. |
Keywords | linear regression; test of intercept; power function; normal and bivariate student-t distributions |
ANZSRC Field of Research 2020 | 440399. Demography not elsewhere classified |
490510. Stochastic analysis and modelling | |
490501. Applied statistics | |
Public Notes | Files associated with this item cannot be displayed due to copyright restrictions. |
Byline Affiliations | Australian Centre for Sustainable Catchments |
Department of Mathematics and Computing | |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q162q/testing-base-load-with-non-sample-prior-information-on-process-load
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