Results 91 to 100 of about 248 (135)

Local ancillarity in the presence of a nuisance parameter

Biometrika, 1993
Let \(S\) be a statistic with density depending on a scale parameter \(\theta\) and nuisance parameter \(\lambda\). If \(S\) can be written as \(S=(T,A)\), then \(A\) is ancillary for \(\theta\) in the presence of \(\lambda\) if the conditional distribution of \(T\) given \(A\) depends only on \(\theta\) and \(A\) contains ``no information about ...
Thomas A Severini
exaly   +2 more sources

Information, Ancillarity and Conditional Inference [PDF]

, 1985
The present chapter studies the amount of information carried by a statistic t(x) from the geometrical point of view. The amount of information plays a fundamental role in parameter estimation and statistical hypothesis testing. Higher-order asymptotic sufficiency, higher-order asymptotic ancillarity, and conditional information are defined in the ...
Shun-ichi Amari
openaire   +2 more sources

Risk, Sufficiency, Completeness, and Ancillarity [PDF]

, 2009
The initial section of this chapter develops a basic framework for inference. Later sections concern the notion of sufficiency that arises when data can be summarized without any loss of information.
Robert W. Keener
openaire   +2 more sources

Sufficiency, ancillarity and independence in invariant models [PDF]

Journal of Statistical Planning and Inference, 1990
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
R.V. Ramamoorthi
openaire   +3 more sources

The Structure of a Linear Model: Sufficiency, Ancillarity, Invariance, Equivariance, and the Normal Distribution [PDF]

Journal of Multivariate Analysis, 2000
Consider a general linear model Y=Xβ+Z where CovZ may be known only partially. We investigate carefully the notions of sufficiency, ancillarity, invariance, and equivariance and related notions for projectors in a general linear model. In this way we can
Wolfgang Bischoff
exaly   +2 more sources

Likelihood, ancillarity and strings [PDF]

, 1987
core   +4 more sources

Sufficiency, Completeness and Ancillarity [PDF]

, 2006
openaire   +2 more sources

Sufficiency, Completeness, and Ancillarity [PDF]

, 2020
Nitis Mukhopadhyay
openaire   +2 more sources

On a Concept of Ancillarity

Biometrika, 1981
Let p(x, 6) be a probability density function with respect to some measure /, where x E E and 6 E Q, the sample and parameter space. Further, assume that 6 = (61, 62), 62 being a nuisance parameter, where 61 E Ql, 62 E Q2 and Q = Q1 X Q2. In this situation Godambe (1976) defined a statistic t as ancillary for estimating 61 if (a) the conditional ...
P. E. FERREIRA, Ch. E. MINDER
openaire   +1 more source

Admissible Reductions: Sufficiency and Ancillarity [PDF]

, 2019
Jean Pierre Florens, Michel Mouchart, Jean-Marie Rolin   +2 more
openaire   +2 more sources