Open AccessInferences on A Normal Mean with an Auxiliary Variable
Author(s) -
Jianqi Yu,
AUTHOR_ID
Publication year - 2021
Publication title -
journal of statistics : advances in theory and applications
Language(s) - English
Resource type - Journals
ISSN - 0975-1262
DOI - 10.18642/jsata_7100122198
Subject(s) - statistics , variable (mathematics) , statistic , mathematics , monte carlo method , inference , normal distribution , confidence interval , maximum likelihood , test statistic , statistical hypothesis testing , computer science , artificial intelligence , mathematical analysis
Inferential procedures for a normal mean with an auxiliary variable are developed. First, the maximum likelihood estimation of the mean and its distribution are derived. Second, an F statistic based on the maximum likelihood estimation is proposed, and the hypothesis testing and confidence estimation are outlined. Finally, to illustrate the advantage of using auxiliary variable, Monte Carlo simulations are performed. The results indicate that using auxiliary variable can improve the efficiency of inference.