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Biometrika 1980 67(2):293-310; doi:10.1093/biomet/67.2.293
© 1980 by Biometrika Trust
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Conditionality resolutions

O. BARNDORFF-NIELSEN

Department of Theoretical Statistics, Aarhus University Denmark

Conditionality resolution, i.e. the construction of ancillary statistics and of expressions for the conditional distribution of the maximum likelihood estimate, is discussed for transformation models and exponential models, with most emphasis on the latter. Such resolutions may be either exact or approximate. Several types of ancillaries are considered, a discussion is given of a general formula for the conditional distribution, and several examples are presented.

Key Words: Afflne ancillary • Ancillary statistic • Conditional inference • Cut • Exponential model • Information function • Likelihood function • Likelihood ratio statistic • Maximum likelihood • Saddlepoint approximation • Transformation model.


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