Rousseau, Judith; Fraser, Donald - Université Paris-Dauphine (Paris IX) - 2008
relative to what is expected under the null; a modified statistic, say ~t(y), is developed that is ancillary; the corresponding … of a regular statistical model into a marginal density for a full dimensional ancillary and a conditional density for the … maximum likelihood variable. The full dimensional ancillary is shown to lead to an explicit determination of the Studentized …