Finding Sampling Distributions by a Recognition Method
通过识别法求取抽样分布
Let [ttilde] be a statistic sufficient for a parameter θ and let L[θ;t) be the likelihood function of θ for given t. Suppose we recognize a function φ(t) such that L(θ;t) φ(t) regarded as a function of t for a given θ, is a density function. We show here that this is the sampling density of [ttilde] if the family of recognized densities is complete. Examples are given to illustrate that in many situations this recognition method provides a neat way of finding sampling…