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Likelihood-ratio confidence interval (2[ℓ(θ^)−ℓ(θ)]≤χ1,1−α2​)

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Statistical inference Confidence interval
2026-10-14  0 By others on same topic  0 Discussions Create my own version
Invert a likelihood-ratio test for a scalar parameter, maximizing over nuisance parameters for each fixed candidate value. Under regularity, a level 1−α interval includes values whose profile log-likelihood is at most χ1,1−α2​/2 below its maximum. This explains the horizontal cutoff on a Box–Cox transformation likelihood plot.

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  1. Confidence interval
  2. Statistical inference
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  • Past exam of the mathematics course of the University of Cambridge / 2008 / iii / Paper 41 / 1 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2009 / iii / Paper 102 / 1 / b / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2010 / iii / Paper 37 / 1 / Solution

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