A Useful Pivotal Quantity

Toulis, P

Toulis, P (reprint author), Univ Chicago, Booth Sch Business, Econometr & Stat, 5807 S Woodlawn Ave, Chicago, IL 60637 USA.

AMERICAN STATISTICIAN, 2017; 71 (3): 272

Abstract

Consider n continuous random variables with joint density f that possibly dependson unknown parameters theta. If the negative of the logarithm of f is......

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