Skip Navigation

Biometrika 1980 67(2):287-292; doi:10.1093/biomet/67.2.287
© 1980 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by HINKLEY, D. V.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Likelihood as approximate pivotal distribution

D. V. HINKLEY

Department of Applied Statistics, University of Minnesota St Paul

For a single-parameter curved exponential family, it is shown that the conditional distribution of the maximum likelihood estimator is the normalized likelihood function, except for a relative error proportional to inverse sample size.

Key Words: Ancillary statistic • Edgeworth expansion • Exponential family • Information • Maximum likelihood estimate • Sufficient statistic


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.