作者: Donald Alexander Stuart Fraser , Nancy Reid , J Wu
关键词: Bayesian statistics 、 Frequentist inference 、 Applied mathematics 、 Bayes factor 、 Nuisance variable 、 p-value 、 Econometrics 、 Mathematics 、 Bayesian inference 、 Bayesian probability 、 Nuisance parameter
摘要: SUMMARY We describe a simple general formula for approximating the p-value testing scalar parameter in presence of nuisance parameters. The covers both frequentist and Bayesian contexts does not require explicit parameterisation. Implementation is discussed terms computer algebra packages. Examples are given relationship to Barndorff-Nielsen's approximation discussed.