Results 81 to 90 of about 248 (135)

On maximal ancillarity [PDF]

open access: yes, 1989
Conditional completeness is shown to provide a sufficient condition for maximal ancillarity. Using properties linking ancillarity and complete sufficient statistics, the new condition is shown to be more general than another sufficient condition given by Basu (1959).
Mouchart, Michel, Rolin, Jean-Marie
core   +5 more sources

Mixtures, embedding, and ancillarity

Canadian Journal of Statistics, 1985
AbstractAncillary statistics, proposed by Fisher (1925), can be constructed by forming amixture model(Birnbaum 1962) or can be extracted or derived from atransformation‐parameter model(Peisakoff 1951, Fraser 1961) or from the corresponding error‐basedstructural model(Fraser 1968, 1979); these latter models involve an implicitmixturestructure.
D A S Fraser
exaly   +3 more sources

Ancillarity and optimal conditional tests [PDF]

open access: yes, 2013
n testing statistical hypotheses, the ancillarity property can be used to obtain optimal tests when, without conditioning, optimal tests do not exist (Lehmann, 1986). Anyway, two counterexamples show that purpose is not always attainable. In this paper only parametric models for experiments will be considered.
Cominato, Federica
openaire   +3 more sources

On sufficiency and ancillarity in the presence of a nuisance parameter

Biometrika, 1980
SUMMARY This paper discusses the definitions of ancillarity and sufficiency in the presence of a nuisance parameter given by Godambe (1976a). Illustrative examples are given and the relation to Fisher information discussed. In view of the properties of distribution functions which provide optimum estimating equations, Godambe (1976a) proposed ...
V P Godambe
exaly   +2 more sources

Ancillarity Principle and a Statistical Paradox

Journal of the American Statistical Association, 1982
Abstract Among the many reasons underlying the practice of randomization some of the main ones can be described as averaging out or elimination of the effects of nuisance parameters. It is already well known (Godambe 1966) that averaging over all the possible results of the adopted randomization is directly in conflict with the likelihood principle ...
V P Godambe
exaly   +2 more sources

S-Ancillarity and Strong Exogeneity [PDF]

open access: yes, 2000
This note analyses the differences and similarities between the concepts of Sancillarity and strong exogeneity. We show that while strong exogeneity of a variable for a parameter implies S-ancillarity of the same variable for the same parameter, the converse is not true. An example illustrates the point.
H. Peter Boswijk
openaire   +3 more sources

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