We consider a test of the simple hypothesis/3 = /3o based on some biased estimator. Under a certain condition the corresponding test statistic coincides with the usual F-statistic based on the least squares estimator. Surprisingly, this condition is met by several well-known biased estimators.
β¦ LIBER β¦
Hypothesis testing using affine linear estimators
β Scribed by P. Stahlecker; H. Knautz; G. Trenkler
- Publisher
- Springer Netherlands
- Year
- 1996
- Tongue
- English
- Weight
- 229 KB
- Volume
- 43
- Category
- Article
- ISSN
- 0167-8019
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
Biased estimation and hypothesis testing
β
Peter Stahlecker; Karsten Schmidt
π
Article
π
1996
π
Springer Netherlands
π
English
β 243 KB
Testing the hypothesis of a generalized
β
M.Celia RodrΓguez-Campos; Wenceslao GonzΓ‘lez-Manteiga; Ricardo Cao
π
Article
π
1998
π
Elsevier Science
π
English
β 891 KB
Bootstrapping the general linear hypothe
β
Pedro Delicado; Manuel del RΓo
π
Article
π
1994
π
Elsevier Science
π
English
β 820 KB
Asymptotic optimality of multivariate li
β
Ludwig Baringhaus
π
Article
π
1987
π
Elsevier Science
π
English
β 390 KB
Testing linear regression models using n
β
W. Gonzalez Manteiga; J.M. Vilar Fernandez
π
Article
π
1995
π
Elsevier Science
π
English
β 808 KB
Polya-Eggenberger Distribution: Paramete
β
Yinsheng Qu; G. J. Beck; G. W. Williams
π
Article
π
2007
π
John Wiley and Sons
π
English
β 558 KB
Almost all common discrete distributions are related to the Polya-Eggenberger distribution (PED), either ita special cases or ita limiting distributions. We demonstrate that the sum of n binary random variables Yj (j= 1, ..., n) taking values of 0 or 1 follows a P E D if and only if the conditional