| Type: | Package |
| Title: | Shrinkage Estimation for Univariate Normal Mean |
| Version: | 1.0.0 |
| Maintainer: | Nanami Taketomi <nnmamikrn@gmail.com> |
| Description: | Implement a shrinkage estimation for the univariate normal mean based on a preliminary test (pretest) estimator. This package also provides the confidence interval based on pivoting the cumulative density function. The methodologies are published in Taketomi et al.(2024) <doi:10.1007/s42081-023-00221-2> and Taketomi et al.(2024-)(under review). |
| License: | GPL-2 |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.3.2 |
| NeedsCompilation: | no |
| Packaged: | 2024-09-04 08:34:12 UTC; User |
| Author: | Nanami Taketomi [aut, cre], Jia-Han Shih [aut], Takeshi Emura [aut] |
| Repository: | CRAN |
| Date/Publication: | 2024-09-10 09:00:02 UTC |
Shrinkage Estimation for the Univariate Normal Mean based on a Preliminary Test Estimator
Description
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.
Usage
uni.pt(y,s,alpha=0.05,gamma=0.05,gamma1=NA,gamma2=NA,conf.int=TRUE)
Arguments
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 |
Value
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 |
Author(s)
Nanami Taketomi, Takeshi Emura
References
Taketomi N, Shih JH, Emura T.(2024-). Confidence interval for the univariate normal mean based on a pretest estimator.(under review)
Examples
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)