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The exact density and distribution functions of the inequality constrained and pre-test estimators

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Abstract

We consider a bivariate normal linear regression model with an inequality restriction imposed on one of the regression coefficients. The exact analytical expressions for the density and distribution functions of the inequality constrained and pre-test estimators are derived and numerically evaluated. The implications of using the inequality constrained and pre-test estimators in confidence interval construction are also discussed and explored.

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  1. Department of Applied Statistics and Operational Research, City University of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong

    Alan T. K. Wan

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  1. Alan T. K. Wan
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Wan, A.T.K. The exact density and distribution functions of the inequality constrained and pre-test estimators. Statistical Papers 38, 329–341 (1997). https://doi.org/10.1007/BF02925272

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  • DOI: https://doi.org/10.1007/BF02925272

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