Statistical Papers

, Volume 54, Issue 3, pp 605–617

Testing base load with non-sample prior information on process load

Authors

    • Department of Mathematics and Computing, Australian Centre for Sustainable CatchmentsUniversity of Southern Queensland
  • Budi Pratikno
    • Department of Mathematics and Computing, Australian Centre for Sustainable CatchmentsUniversity of Southern Queensland
Regular Article

DOI: 10.1007/s00362-012-0451-4

Cite this article as:
Khan, S. & Pratikno, B. Stat Papers (2013) 54: 605. doi:10.1007/s00362-012-0451-4

Abstract

Inference about population parameters could be improved using non- sample prior information (NSPI) from reliable sources along with the available data. This paper studies the problem of testing the intercept parameter of a simple regression model when NSPI is available on the value of the slope. The information on the slope may have the three different scenarios: (i) unknown (unspecified), (ii) known (certain or specified), and (iii) uncertain if the suspected value is unsure, for which we define the unrestricted test (UT), restricted test (RT) and pre-test test (PTT) for the intercept parameter. The test statistics, their sampling distributions, and power functions are derived. Comparison of the power functions and size of the tests are used to search and recommend a best test. The study reveals that the PTT has a reasonable dominance over the UT and RT both in terms of achieving highest power and lowest size.

Keywords

Linear regressionTest of interceptPower functionNormal and bivariate Student-t distributions

Mathematics Subject Classification

Primary 62F03Secondary 62J05

Copyright information

© Springer-Verlag 2012