Estimating the Normal Mean and Variance Under A Publication Selection Model
Maximum likelihood estimators of the mean and variance of a normal distribution are obtained under a publication selection model in which data are reported only when the hypothesis that the mean is 0 is rejected. An approximation to the asymptotic variance-covariance matrix for these estimators is given. Also discussed are the marginal distributions of the sample mean and variance under the selection model.
KeywordsCovariance Posit Hyde Mellon
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