Sufficient Statistics with Nuisance Parameters

Fraser, D. A. S.

Ann. Math. Statist., Tome 27 (1956) no. 4, p. 838-842 / Harvested from Project Euclid

Résumé

For some problems involving a parameter of interest and a nuisance parameter, it is possible to define a statistic sufficient for the parameter of interest. The definition has a number of applications in nonparametric theory. Two theorems are derived and used by way of illustration to prove that the sign test is a uniformly most powerful test for the nonparametric form of the single sample problem of location.

Publié le : 1956-09-14
Classification:

@article{1177728191,
     author = {Fraser, D. A. S.},
     title = {Sufficient Statistics with Nuisance Parameters},
     journal = {Ann. Math. Statist.},
     volume = {27},
     number = {4},
     year = {1956},
     pages = { 838-842},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177728191}
}

Fraser, D. A. S. Sufficient Statistics with Nuisance Parameters. Ann. Math. Statist., Tome 27 (1956) no. 4, pp.  838-842. http://gdmltest.u-ga.fr/item/1177728191/