Is r* Linear in r?
D.A.S. Fraser, L. Faye, Y. Cai, K. Ji, M. Mallo, and R. Thinnyam (2008). Is r* Linear in r?. Journal of Statistical Research, Vol. 42, No. 2, pp. 7-19.
Abstract
The quantity
was introduced by Barndorff-Nielsen, in part as a distributional refinement of the signed likelihood root
a refinement that can also be approximated by a mean and standard deviation adjustment of the root
We clarify: that
is not linear in
that
achieves large distributional improvement on
and that
provides the definitive separation of inference information concerning scalar component parameters of a statistical model. These distributional and inference properties deserve broader awareness.
Fulltext PDF not available for this article.
