Estimation of variance after a preliminary test of homogeneity and optimal levels of significance for the pre-test
نویسندگان
چکیده
منابع مشابه
Estjmation of Variance after a Preliminary Test of Homogeneity and Optimal Levels of Significance for the Pre-test” T. Toyoda
Received May 1974, revised version received April 1975 The question of whether to pool two samples in variance estimation is often decided via a preliminary F test. In this paper we show that the optimal pre-test F value is unity for a onesided alternative, where the objective function is to minimize average relative risk. The outcome is independent of numbers of degrees of freedom in each samp...
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 1975
ISSN: 0304-4076
DOI: 10.1016/0304-4076(75)90057-3