On Sprott's Example of an Ancillary Statistic
Canadian mathematical bulletin, Tome 13 (1970) no. 2, pp. 205-207
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For statistical inference on the unknown parameter θ of a probability distribution with a known form of its density function f(x | θ), the late Sir R. A. Fisher suggests that inference should be based on the observed value of a sufficient statistic when it exists. In the absence of a sufficient statistic, fiducial probability statements about θ can still be made, according to Fisher, if we can find an ancillary statistic so that "the most likely estimate could be made exhaustive by means of the ancillary values" [1, p. 138].
Tan, Peter. On Sprott's Example of an Ancillary Statistic. Canadian mathematical bulletin, Tome 13 (1970) no. 2, pp. 205-207. doi: 10.4153/CMB-1970-041-4
@article{10_4153_CMB_1970_041_4,
author = {Tan, Peter},
title = {On {Sprott's} {Example} of an {Ancillary} {Statistic}},
journal = {Canadian mathematical bulletin},
pages = {205--207},
year = {1970},
volume = {13},
number = {2},
doi = {10.4153/CMB-1970-041-4},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1970-041-4/}
}
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