Gamma-ratio marginal and profile likelihood identity
ID: gamma-ratio-marginal-and-profile-likelihood-identity
For independent and in shape-rate notation, has density proportional to . Its distribution is nuisance-free in lambda. The nuisance maximum is , so substituting into the full likelihood gives the same interest-parameter log-likelihood up to a parameter-free term. Equality here is special to the common-scale structure, not a general equality of profiling and marginalization.
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