Abstract #301243

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JSM 2003 Abstract #301243
Activity Number: 93
Type: Contributed
Date/Time: Monday, August 4, 2003 : 8:30 AM to 10:20 AM
Sponsor: General Methodology
Abstract - #301243
Title: Using Auxiliary Information in Statistical Function Estimation
Author(s): Sergey S. Tarima*+ and Dmitri Pavlov
Companies: University of Kentucky and Pfizer, Inc.
Address: 859 Patterson Office Tower, Lexington, KY, 40506-0027,
Keywords: auxiliary Information ; empirical distribution function ; survival function ; confidence estimation

In many cases, auxiliary information is available from previous experiments. In the paper a general method of using auxiliary information is considered. It is shown that properties of standard empirical estimates can be improved by using additional knowledge. As an example, an improved empirical distribution estimate is given. It is demonstrated that it has faster rate of convergence. The method provides substantially more efficient confidence intervals than the standard procedures. It is shown by simulation that the theoretical results are valid even for moderate sample sizes.

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