Far East Journal of Theoretical Statistics
Volume 7, Issue 1, Pages 45 - 60
(May 2002)
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SHRINKAGE ESTIMATION OF THE COMMON MEAN OF
SEVERAL NORMAL POPULATIONS USING COMBINED INDEPENDENT TESTS
Ayman S. Baklizi (Jordan)
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Abstract: Estimation of the common mean of several
normal populations is considered. Using m independent samples and given a
prior estimate
several shrinkage type estimators are proposed that incorporate this prior
information using factors utilizing p-values obtained from combining
certain independent tests. A simulation study is conducted to investigate the
performance of the proposed estimators. |
Keywords and phrases: combination of independent tests, normal distribution, p-value,
shrinkage estimation. |
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