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June, 1983 Efficiency of the Conditional Score in a Mixture Setting
B. G. Lindsay
Ann. Statist. 11(2): 486-497 (June, 1983). DOI: 10.1214/aos/1176346155


The conditional score function is found to be generally fully informative concerning a parameter of interest when the conditioning statistic $S$ is sufficient for the nuisance parameter and has an exponential family distribution. Information is here measured by assuming the nuisance parameter to have been generated by an unknown mixing distribution and then computing the minimal Fisher information. The solution depends upon a study of the geometry of centered likelihood ratios within the space of zero-unbiased functions of $S$. The two-by-two table model is considered in detail.


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B. G. Lindsay. "Efficiency of the Conditional Score in a Mixture Setting." Ann. Statist. 11 (2) 486 - 497, June, 1983.


Published: June, 1983
First available in Project Euclid: 12 April 2007

zbMATH: 0583.62024
MathSciNet: MR696061
Digital Object Identifier: 10.1214/aos/1176346155

Primary: 62F20
Secondary: 62G20

Keywords: conditional score , Fisher's information , likelihood ratio , mixture

Rights: Copyright © 1983 Institute of Mathematical Statistics


Vol.11 • No. 2 • June, 1983
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