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Approximate conditional inference for location familles
Author(s) -
Diciccio Thomas J.
Publication year - 1986
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315032
Subject(s) - mathematics , inference , statistic , statistics , series (stratigraphy) , parametrization (atmospheric modeling) , scaling , conditional probability distribution , econometrics , computer science , artificial intelligence , paleontology , physics , geometry , quantum mechanics , biology , radiative transfer
Approximations to exact conditional inference for location familles are considered. Methods which improve the standard normal and chi‐squared approximations to the conditional distributions of pivots arising in standard large‐sample theory are discussed, including the use of parameter transformations for parametrization‐dependent pivots, and the use of scaling factors for the likelihood‐ratio statistic. The methods are illustrated and compared in a series of examples.