Interval Estimation Based on the Profile Likelihood: Strong Lagrangian Theory with Applications to Discrimination
基于剖面似然的区间估计:强拉格朗日理论及判别分析应用
Strong Lagrangian theory is used to illuminate the properties of the profile log likelihood. General conditions are given which lead to a simplification of the computations required to plot this function or calculate interval estimates based upon it. The results presented are rather general with a variety of possible applications. In particular, it is shown that they provide a simple solution to the important practical problem of obtaining an interval estimate for the…