On Preliminary Test Estimator for Median
- Publisher: 九州大学大学院総合理工学研究科
The purpose of the present paper is to discuss about estimation of median with a preliminary test. Two procedures are presented, one uses Median test and the other uses Wilcoxon two-sample test for the preliminary test. Sections 3 and 4 give mathematical formulations of such properties, including mean square errors with one specified case. Section 5 discusses their optimal significance levels of the preliminary test and proposes their numerical values by Monte Carlo method. In addition to mean square errors, mean absolute errors are used for the regret criterion.