© 1989 by Biometrika Trust
MISCELLANEA |
The estimation of a location parameter when the scale parameter is confined to a finite range: The notion of a generalized ancillary statistic
Department of Statistics and Actuarial Science, University of Waterloo Ontario N2L3G1, Canada
The estimation of the location parameter
in a location-scale model is considered when the scale parameter
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