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辅助统计量阶数的逐次改进AI 解读

It is shown by an argument similar to one of Welch (1947) that it is, under usual regularity conditions, in general possible to improve the order of ancillarity successively. This means that when an asymptotic ancillary has been constructed, such that its distribution is independent of the parameter apart from terms of order Othen a new ancillary may be constructed with a distribution which depends on the parameter only through terms of order O. It is shown how the new…

逐次提高辅助统计量的辅助性阶数AI 解读

It is shown by an argument similar to one of Welch (1947) that it is, under usual regularity conditions, in general possible to improve the order of ancillarity successively. This means that when an asymptotic ancillary has been constructed, such that its distribution is independent of the parameter apart from terms of order Othen a new ancillary may be constructed with a distribution which depends on the parameter only through terms of order O. It is shown how the new…