Godambe's paradox and the ancillarity principle

S. V. Bhave

Statistics & Probability Letters, 1987, vol. 5, issue 4, 243-246

Abstract: Godambe's Ancillarity Principle holds only for inferences of Type A in which a unique inference is possible (on some rational ground like 'support' or maximum frequency performance) from a given outcome of a statistical experiment to a particular hypothesis about the parameter under investigation. Even in situations in which such a Type A inference is not possible, alternative Type B inferences, all with the same frequency performance are possible about the parameter under investigation. Godambe's mode of inference is one such Type B inference in such a situation.

Date: 1987
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