On the use of historical estimates

Ori Davidov, Tamás Rudas

Research output: Contribution to journalArticlepeer-review

Abstract

The use of historical, i.e., already existing, estimates in current studies is common in a wide variety of application areas. Nevertheless, despite their routine use, the uncertainty associated with historical estimates is rarely properly accounted for in the analysis. In this communication, we review common practices and then provide a mathematical formulation and a principled frequentist methodology for addressing the problem of drawing inferences in the presence of historical estimates. Three distinct variants are investigated in detail; the corresponding limiting distributions are found and compared. The design of future studies, given historical data, is also explored and relations with a variety of other well-studied statistical problems discussed.

Original languageEnglish
Number of pages34
JournalStatistical Papers
Early online date6 Jan 2023
DOIs
StateE-pub ahead of print - 6 Jan 2023

Bibliographical note

Publisher Copyright:
© 2023, The Author(s).

Keywords

  • Bliss-independence
  • Double-sampling
  • Loewner order

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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