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特定例子中 Efron–Hinkley 与似然比辅助统计量的比较AI 解读

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.

用混合Edgeworth–鞍点展开近似条件分布AI 解读

Conditional density and distribution functions can be approximated by the mixed Edgeworth-saddlepoint expansion. This technique is briefly described, and its use and character are illustrated by three examples concerning miscellaneous exponential families of order two.

用混合 Edgeworth–鞍点展开近似条件分布AI 解读

Conditional density and distribution functions can be approximated by the mixed Edgeworth-saddlepoint expansion. This technique is briefly described, and its use and character are illustrated by three examples concerning miscellaneous exponential families of order two.