STAT330 Lecture Notes - Lecture 32: Pivotal Quantity, Qi, Scale Parameter

• School: University of Waterloo
• Department: Statistics
• Course: STAT330
• Professor: Yingli Qin

Document Summary

Te ( e - 0 ) ( e - o ) I ) which are all ( except the first one free of parameters ) they are all asymptotic pivotal. Example any unknown quantities qcxio/ p ( zoo , s. O is neither a location nor a scale asymptotic derive a. I rat , e floc ; u ) f i x. I a ( x - u ) flxj so is a location parameter. "t ) ( which is free of and. ~ nlm , t ) unknown any then. Verify o is a scale parameter i e . floc ; to f l ;d ? f- ( x f- ( x. Let fcxjo therefore o is a scale parameter and. ; o ) e i " i e. Lcq ) i. i. e . we want to maximize. Of the maximum where go. us distribution and go. gs of. { 17 e ex - if if x x co.