On the ratio integral formula for the likelihood ratio of a maximal invariant

DOI10.1007/BF01053412MaRDI QIDQ1114243zbMATH OpenFDO

Authors Ted Chang, Andrew L. Rukhin, Fred Galvin

Publication date 1989

Published in Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

likelihood ratiomaximal invariantHaar measureintegral formulaSteinhaus theoreminvariant sufficiency

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Sufficiency and information (62B99)

Recommendations

• Invariants and likelihood ratio statistics
• Group invariant inference and right Haar measure
• scientific article; zbMATH DE number 66844
• The asymptotic distribution of the likelihood ratio in the regular case
• Publication:4727985

Cites work

• scientific article; zbMATH DE number 3831048 (Why is no real title available?)
• scientific article; zbMATH DE number 4003231 (Why is no real title available?)
• Borel cross-sections and maximal invariants
• Distributions of maximal invariants using quotient measures
• Estimation of a rotation parameter on a sphere
• On a theorem of Stein relating Bayesian and classical inferences in group models
• Proper action in steps, with application to density ratios of maximal invariants
• Statistical properties of the normal law on groups and invariant sufficiency
• The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis

Cited in

(1)

• scientific article; zbMATH DE number 4003231 (Why is no real title available?)

This page was built for publication: On the ratio integral formula for the likelihood ratio of a maximal invariant

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1114243)