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Math Forum » Discussions » sci.math.* » sci.stat.math.independent

Topic: How to construct a frequency based test without a sufficient statistic
Replies: 3   Last Post: Oct 25, 2012 10:15 AM

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divergent.tseries@gmail.com

Posts: 39
Registered: 7/29/12
How to construct a frequency based test without a sufficient statistic
Posted: Oct 24, 2012 1:07 PM
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If I have a distribution that has no sufficient or ancillary statistics, is there a way to construct valid tests from the maximum likelihood estimate other than using Bayesian methods and testing over the posterior distribution?

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