Godambe's paradox and the ancillarity principle (Q578769): Difference between revisions

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In this paper two types of statistical inference are defined, for only one of which Godambe's ancillarity principle [\textit{V. P. Godambe}, J. Am. Stat. Assoc. 77, 931-933 (1982; Zbl 0512.62008)] is seen to hold, although Godambe's mode of inference exhibits a high frequency performance. The significance and implications of the paradox are also discussed.
Property / review text: In this paper two types of statistical inference are defined, for only one of which Godambe's ancillarity principle [\textit{V. P. Godambe}, J. Am. Stat. Assoc. 77, 931-933 (1982; Zbl 0512.62008)] is seen to hold, although Godambe's mode of inference exhibits a high frequency performance. The significance and implications of the paradox are also discussed. / rank
 
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Property / reviewed by: Andrew I. Dale / rank
 
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Property / Mathematics Subject Classification ID: 62A01 / rank
 
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Property / Mathematics Subject Classification ID: 62D05 / rank
 
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Property / zbMATH DE Number: 4013731 / rank
 
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Godambe's paradox
Property / zbMATH Keywords: Godambe's paradox / rank
 
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statistical inference
Property / zbMATH Keywords: statistical inference / rank
 
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Godambe's ancillarity principle
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Godambe's paradox and the ancillarity principle
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    Godambe's paradox and the ancillarity principle (English)
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    In this paper two types of statistical inference are defined, for only one of which Godambe's ancillarity principle [\textit{V. P. Godambe}, J. Am. Stat. Assoc. 77, 931-933 (1982; Zbl 0512.62008)] is seen to hold, although Godambe's mode of inference exhibits a high frequency performance. The significance and implications of the paradox are also discussed.
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    Godambe's paradox
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    statistical inference
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    Godambe's ancillarity principle
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