© 1979 by Biometrika Trust
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Conditional estimation following tests
Department of Mathematics, Boston University Massachusetts
Estimation of a parameter baeed on the data generated by a statistical test of hypothesis on that same parameter is considered conditionally on the action determined by the test. The problem of conditional estimation is contrasted with unconditional estimation to emphasize the distinction. When estimating conditionally on the acceptance of a particular hypothesis for a sequential probability ratio test, the parameter is essentially not identifiable.
Key Words: Conditional estimation Conjugate distribution Identifiable parameter Sequential probability ratio test