Skip to main content
Log in

Simple Ancillaries

  • Published:
Sankhya A Aims and scope Submit manuscript

    We’re sorry, something doesn't seem to be working properly.

    Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

Abstract

For a simple versus simple hypothesis testing, in the continuous case, there exists an exact ancillary statistic, which is a function of the likelihood ratio. This fact may be used to assess error probabilities in a conditional sense. A simulation strategy is proposed to compute conditional error probabilities when these are not available in a closed form. As an application, discriminating between group families is considered.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

Similar content being viewed by others

References

  • Bayarri, M.J. and Berger, J.O. (2004). The interplay of Bayesian and frequentist analysis. Statist. Sci., 19, 58–80.

    Article  MATH  MathSciNet  Google Scholar 

  • Berger, J.O. (2003). Could Fisher, Jeffreys and Neyman have agreed on testing? (with discussion). Statist. Sci., 18, 1–32.

    Article  MATH  MathSciNet  Google Scholar 

  • Berger, J.O., Brown, L.D. and Wolpert, R.L. (1994). A unified conditional frequentist and Bayesian test for fixed and sequential hypothesis testing. Ann. Statist., 22, 1787–1807.

    Article  MATH  MathSciNet  Google Scholar 

  • Berger, J.O., Boukai, B. and Wang, Y. (1997). Unified frequentist and Bayesian testing of a precise hypothesis (with discussion). Statist. Sci., 12, 133–160.

    Article  MATH  MathSciNet  Google Scholar 

  • Dass, S.C. and Berger, J.O. (2003). Unified conditional frequentist and Bayesian testing of composite hypotheses. Scand. J. Stat., 30, 193–210.

    Article  MATH  MathSciNet  Google Scholar 

  • Kiefer J. (1977). Conditional confidence statements and confidence estimators (with discussion). J. Amer. Statist. Assoc., 72, 789–827.

    MATH  MathSciNet  Google Scholar 

  • Lawless, J.F. (1982). Statistical Models and Methods for Lifetime Data. Wiley, New York.

    MATH  Google Scholar 

  • Louis, T.A. (1997). Comment to “Unified frequentist and Bayesian testing of a precise hypothesis” by J.O. Berger, B. Boukai and Y. Wang. Statist. Sci., 12, 152–154.

    MathSciNet  Google Scholar 

  • Pace, L. and Salvan, A. (1999). Conditioning on an ancillary statistic in the Neyman–Pearson setting. Statistica Applicata, 11, 205–215.

    Google Scholar 

  • Royall, R. (1997). Statistical Evidence: A Likelihood Paradigm. Chapman and Hall, London.

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Alessandra Salvan.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Pace, L., Salvan, A. Simple Ancillaries. Sankhya A 76, 15–24 (2014). https://doi.org/10.1007/s13171-013-0043-y

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s13171-013-0043-y

Keywords and phrases

AMS (2000) subject classification

Navigation