Abstract
As indicated in Chapter 1, the conditional distribution of the maximum likelihood estimator given an ancillary statistic a is often determined exactly or to a high degree of approximation by the formula (1.70) for p*. We shall now expand on this, using a number of the results discussed in chapter 2, 4 and 6
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Additional bibliographical notes
Conditional confidence limits, in the single-parameter case, were determined for p* in Barndorff-Nielsen (1985a)
The material in section 7.2 has been taken from Barndorff-Nielsen (1986b). Formulas (7.36) and (7.37) were mentioned in Barndorff-Nielsen (1987b). The major part of section 7.5 is reproduced from Barndorff-Neilsen (1983).
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© 1988 Springer-Verlag Berlin Heidelberg
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Barndorff-Nielsen, O.E. (1988). Distribution of Likelihood Quantities. In: Parametric Statistical Models and Likelihood. Lecture Notes in Statistics, vol 50. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3934-5_8
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DOI: https://doi.org/10.1007/978-1-4612-3934-5_8
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-96928-2
Online ISBN: 978-1-4612-3934-5
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