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Biometrika 1989 76(3):609-612; doi:10.1093/biomet/76.3.609
© 1989 by Biometrika Trust
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MISCELLANEA

The estimation of a location parameter when the scale parameter is confined to a finite range: The notion of a generalized ancillary statistic

S. R. CHAMBERLIN and D. A. SPROTT

Department of Statistics and Actuarial Science, University of Waterloo Ontario N2L3G1, Canada

The estimation of the location parameter {theta} in a location-scale model is considered when the scale parameter {sigma} is confined to a finite range. The application to robustness considerations and some implications for conditional inference are discussed.

Key Words: Conditional inference • Pivotal quantity • Repeated sampling • t test


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