uni.pt {uni.shrinkage} | R Documentation |
This function computes a preliminary test (pretest) estimate for the univariate normal mean. This function also computes the confidence interval based on a pretest estimator.
uni.pt(y,s,alpha=0.05,gamma=0.05,gamma1=NA,gamma2=NA,conf.int=TRUE)
y |
A vector of normal distributed data |
s |
Standard deviation of |
alpha |
Significance level for the preliminary hypothesis test. This parameter satisfies 0< |
gamma |
A constant that 1- |
gamma1 |
A constant for the 1- |
gamma2 |
A constant for the 1- |
conf.int |
An indicator whether confidence interval is in the output or not. The default is |
Sample_mean |
Sample mean of y |
PT |
Pretest estimator for the normal mean based on |
Lower.pivotCI |
Lower limit of the confidence interval |
Upper.pivotCI |
Upper limit of the confidence interval |
Nanami Taketomi, Takeshi Emura
Taketomi N, Shih JH, Emura T.(2024-). Confidence interval for the univariate normal mean based on a pretest estimator.(under review)
mu=0
s=10
y=rnorm(20,mu,s)
uni.pt(y,s)
mu=1.5
s=10
y=rnorm(20,mu,s)
uni.pt(y,s,alpha=0.10)