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EFFECTIVE CONDITIONING
Author(s) -
Lloyd Christopher
Publication year - 1992
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1992.tb01357.x
Subject(s) - conditioning , variable (mathematics) , computer science , statistics , econometrics , mathematics , mathematical analysis
Summary The ultimate aim of conditioning is to obtain a more relevant estimate of estimation precision by separating experiments of higher precision from those of lower precision. The cost is the information, if any, contained in the conditioning variable. This paper considers the problem of quantifying the costs and benefits of conditioning. Several examples are studied and some of the asymptotic consequences explored.