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Asymptotic confidence intervals from a preliminary test estimator
Author(s) -
Ahmed S. E.,
Kulperger R. J.
Publication year - 1990
Publication title -
environmetrics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.68
H-Index - 58
eISSN - 1099-095X
pISSN - 1180-4009
DOI - 10.1002/env.3170010304
Subject(s) - mathematics , confidence interval , estimator , statistics , asymptotic distribution , cdf based nonparametric confidence interval , confidence region , confidence distribution , asymptotic analysis , population , medicine , environmental health
A preliminary test estimator is a method of combining information from two experiments in a problem of estimating a parameter. The asymptotics of this estimator in the case of estimating a population mean is considered in a setting of a local alternative. Asymptotic confidence intervals are obtained using the asymptotic distribution.
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