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Activity Number:
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423
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Type:
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Contributed
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Date/Time:
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Wednesday, August 1, 2007 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #308168 |
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Title:
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A Generalized P-Value Approach to Inference on Common Mean
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Author(s):
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Pranab K. Mitra*+
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Companies:
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Bristol-Myers Squibb Company
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Address:
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912 C Hooper Ave, Baltimore, MD, 21229,
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Keywords:
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Common Mean ; Generalized p-value ; Coverage Probabilities
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Abstract:
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Statistical inference for the common mean of several univariate normal populations has many useful applications in practice. In this paper, we develop a generalized $p$-value approach to derive tests and confidence intervals for the common mean based on several well known estimates of the common mean. The case of a multivariate normal distribution with a common component mean is also addressed and a generalized $p$-value approach based on the maximum likelihood estimate of the common mean is developed. We also report simulated powers and coverage probabilities based on the proposed methods.
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