On Confidence Intervals Associated with the Usual and Adjusted Likelihoods
نویسنده
چکیده
In the presence of nuisance parameters, we derive an explicit higher order asymptotic formula to compare the expected lengths of conndence intervals given by likelihood ratio statistics arising from the usual proole likelihood and various adjustments thereof. Highest posterior density regions, with approximate frequentist validity, are also included in the study.
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