Improving statistical inference with uncertain non-sample prior information
Article
Article Title | Improving statistical inference with uncertain non-sample prior information |
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Article Category | Article |
Authors | Khan, Shahjahan (Author), Memon, Muhammed Ashraf (Author), Pratikno, Budi (Author) and Yunus, Rossita M. (Author) |
Journal Title | Journal of Islamic Countries Society of Statistical Sciences |
Journal Citation | 1 (1), pp. 1-11 |
Number of Pages | 11 |
Year | 2015 |
Place of Publication | Lahore, Pakistan |
Web Address (URL) | http://www.joi.isoss.net/index.html |
Abstract | In the classical inference, the observed sample data is the only source of information. The Bayesian inferential methods assume prior distribution of the underlying model parameters to combine with sample data. Often non-sample prior information (NSPI) on the value of the model parameters is available from previous studies or expert knowledge which could be used along with the sample data to improve the quality of statistical inference. Obviously the NSPI is not always correct and hence there is uncertainty in the suspected value of the parameter. Any such uncertainty can be removed by conducting an appropriate statistical test, and the quality of statistical inference can be improved by including the outcome of the test in the inferential procedure. This paper provides the underlying methodology to illustrate the process and include an example to demonstrate its application. |
Keywords | regression model; uncertain non-sample prior information; restricted, preliminary test and shrinkage estimators; bias, relative efficiency, M and score tests, testing after pre-test, power of tests, correlated non-central bivariate chi-square distribution |
ANZSRC Field of Research 2020 | 490599. Statistics not elsewhere classified |
490509. Statistical theory | |
Public Notes | File reproduced in accordance with the copyright policy of the publisher/author. |
Byline Affiliations | School of Agricultural, Computational and Environmental Sciences |
Sunnybank Obesity Centre, Australia | |
Jenderal Soedirman University, Indonesia | |
University of Malaya, Malaysia | |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q32y4/improving-statistical-inference-with-uncertain-non-sample-prior-information
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