Canadian Journal of Statistics

Approximate conditional inference for location familles

Journal Article


Approximations to exact conditional inference for location familles are considered. Methods which improve the standard normal and chi‐squared approximations to the conditional distributions of pivots arising in standard large‐sample theory are discussed, including the use of parameter transformations for parametrization‐dependent pivots, and the use of scaling factors for the likelihood‐ratio statistic. The methods are illustrated and compared in a series of examples.

Related Topics

Related Publications

Related Content

Site Footer


This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.