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November, 1981 A Comparison of the Efron-Hinkley Ancillary and the Likelihood Ratio Ancillary in a Particular Example
Bo V. Pedersen
Ann. Statist. 9(6): 1328-1333 (November, 1981). DOI: 10.1214/aos/1176345649

Abstract

Two approximate ancillaries, the Efron-Hinkley ancillary and the (signed) likelihood ratio, are compared in a specific example by means of their level curves, their marginal densities and the conditional and unconditional likelihood functions. It is shown that in the present model the latter of the two ancillaries is the better. It is almost exactly distribution constant and has more stable conditional likelihood functions.

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Bo V. Pedersen. "A Comparison of the Efron-Hinkley Ancillary and the Likelihood Ratio Ancillary in a Particular Example." Ann. Statist. 9 (6) 1328 - 1333, November, 1981. https://doi.org/10.1214/aos/1176345649

Information

Published: November, 1981
First available in Project Euclid: 12 April 2007

zbMATH: 0484.62045
MathSciNet: MR630115
Digital Object Identifier: 10.1214/aos/1176345649

Subjects:
Primary: 62F99
Secondary: 62A10

Rights: Copyright © 1981 Institute of Mathematical Statistics

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Vol.9 • No. 6 • November, 1981
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