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Exploring the distribution for the estimator of Rosenthal’s ‘fail-safe’ number of unpublished studies in meta-analysis.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the statistical distribution for the estimator of Rosenthal’s ‘file-drawer’ number \(N_R\), which is an estimator of unpublished studies in meta-analysis.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