Resumen
Statistical inference for the common mean of several univariate normal populations has many useful applications in practice. In this paper, we develop a generalized p-value approach to derive tests and confidence intervals for the common mean based on several well-known estimates of the common mean. The case of a multivariate normal distribution with a common component mean is also addressed and a generalized p-value approach based on the maximum likelihood estimate of the common mean is developed. We also report results of a simulation study showing powers and coverage probabilities.

Resumen
In this paper, we study some aspects of the problem of estimation of a common mean of two normal populations from an asymptotic point of view. The Bayes estimate of the common mean under Jeffrey's prior is also considered. A simulation study is carried out to compare several competing estimates in small samples.