A generalized [formula omitted]-value approach to inference on common mean

Abstract

Statistical inference for the common mean of several univariate normal populations has many useful applications in practice. In this paper, we develop a generalized p -value approach to derive tests and confidence intervals for the common mean based on several well-known estimates of the common mean. The case of a multivariate normal distribution with a common component mean is also addressed and a generalized p -value approach based on the maximum likelihood estimate of the common mean is developed. We also report results of a simulation study showing powers and coverage probabilities.