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Ancillarity Principle and a Statistical Paradox

 

作者: V.P. Godambe,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1982)
卷期: Volume 77, issue 380  

页码: 931-933

 

ISSN:0162-1459

 

年代: 1982

 

DOI:10.1080/01621459.1982.10477910

 

出版商: Taylor & Francis Group

 

关键词: Randomization;Balanced sampling;Ancillarity

 

数据来源: Taylor

 

摘要:

Among the many reasons underlying the practice of randomization some of the main ones can be described asaveragingout oreliminationof the effects of nuisance parameters. It is already well known (Godambe 1966) that averaging over all the possible results of the adopted randomization is directly in conflict with thelikelihood principle.The process of elimination of nuisance parameters has possibly deeper intuitive appeal. But this process contradicts a very basic principle of statistical inference subsequently defined as theancillarity principle.This is demonstrated in relation to a practice of randomization calledbalanced sampling.We would use a formalism very similar to that of Birnbaum (1962).

 

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