辅助性原则与一个统计悖论

Ancillarity Principle and a Statistical Paradox

Journal of the American Statistical Association · 1982
被引 4
ABS 4

中文导读

本文探讨随机化实践中消除干扰参数的过程与辅助性原则相矛盾,通过平衡抽样案例展示这一统计悖论。

Abstract

Abstract 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. The process of elimination of nuisance parameters has possibly deeper intuitive appeal. But this process contradicts a very basic principle of statistical inference subsequently defined as the ancillarity principle. This is demonstrated in relation to a practice of randomization called balanced sampling. We would use a formalism very similar to that of Birnbaum (1962). Key Words: RandomizationBalanced samplingAncillarity

统计学计量经济学推断统计学