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A Bayesian look at nuisance parameters

  • Likelihood, Sufficiency and Ancillarity
  • Invited Papers
  • Published:
Trabajos de Estadistica Y de Investigacion Operativa

Summary

The elimination of nuisance parameters has classically been tackled by variousad hoc devices, and has led to a number of attempts to define partial sufficiency and ancillarity. The Bayesian approach is clearly defined. This paper examines some classical procedures in order to see when they can be given a Bayesian justification.

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Authors and Affiliations

  1. The City University, London

    A. P. Dawid

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  1. A. P. Dawid
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Dawid, A.P. A Bayesian look at nuisance parameters. Trabajos de Estadistica Y de Investigacion Operativa 31, 167–203 (1980). https://doi.org/10.1007/BF02888351

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