Journal of Statistics: Advances in Theory and ApplicationsAuthor's: Jianqi Yu
Pages: [51] - [59]
Received Date: April 9, 2021; Revised June 7, 2021
Submitted by:
DOI: http://dx.doi.org/10.18642/jsata_7100122198
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.
auxiliary variables, maximum likelihood estimators, powers, bivariate normal.
