Preliminary Test Estimators and Phi-divergence Measures in Pooling Binomial Data

Abstract

Two independent random samples are drawn from two Binomial populations with parameters θ₁ and θ₂ respectively. Ahmed (1991) considered a preliminary test estimator based on maximum likelihood estimator for estimating θ₁ when it is suspected that θ₁ = θ₂ . In this paper we combine minimum phidivergence estimators as well as phi-divergence test statistics in order to define preliminary phi-divergence test estimators. These new estimators are compared with the classical estimator as well as the pooled estimator.