Monte Carlo study of some simple estimators in censored normal samples

The second estimate is ~Zgy \ — R, divided by the number of degrees of freedom, n — 2m. For the test, the ratio of these two variance estimates is compared with the appropriate critical value of F, with degrees of freedom 2m — 1 and n — 2m, respectively. 3. EXAMPLE We consider testing for a dependence of F on x for the following dat