Exploring the distribution for the estimator of Rosenthal’s ‘fail-safe’ number of unpublished studies in meta-analysis. (English) Zbl 1373.60050
Summary: The present article discusses the statistical distribution for the estimator of Rosenthal’s ‘file-drawer’ number \(N_R\), which is an estimator of unpublished studies in meta-analysis. We calculate the probability distribution function of \(N_R\). This is achieved based on the central limit theorem and the proposition that certain components of the estimator \(N_R\) follow a half-normal distribution, derived from the standard normal distribution. Our proposed distributions are supported by simulations and investigation of convergence.
MSC:
60E99 | Distribution theory |
60F05 | Central limit and other weak theorems |
62E17 | Approximations to statistical distributions (nonasymptotic) |
62H10 | Multivariate distribution of statistics |