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存在讨厌参数时的信息与辅助性

On Information and Ancillarity in the Presence of a Nuisance Parameter

Biometrika · 1983
被引 3
ABS 4

中文导读

本文证明了在指数分布族中,Andersen(1970)和Basawa(1981)提出的存在讨厌参数时的辅助性概念是等价的,并给出了示例,讨论了与Fisher信息的关系。

Abstract

This note shows that concepts of ancillarity in the presence of a nuisance parameter suggested by Andersen (1970) and Basawa (1981) are equivalent for exponential families of distributions. Some illustrative examples are given and the relation to Fisher's information is discussed.

计量经济学统计学数学经济学