Ancillary statistics in models without and with nuisance parameters
Else Sandved · Scandinavian Actuarial Journal · 1972
It is a fact that when one is making a decision concerning the probability distribution of a random variable by means of observing this random variable, one is recommended by the statisticians to consider certain functions of the operating characteristic (O.C.) of the decision function as measures of the reliability of the actual decision made. For instance, the confidence coefficient of an interval estimator will as a rule be regarded as a measure of our confidence in the interval.