On Local Inference and Information
D. A. S. Fraser · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1964
Summary Two techniques for local unbiased estimation have been developed in recent papers (Fraser, 1964a, b). In this paper these techniques are used to examine some aspects of inference and information. Both techniques show inadequacies for translation-invariant models, and this despite the development of the second technique on the basis of conditional sufficiency which is basic to translation-invariant models. Inference and information are then examined briefly for translation-invariant models and some modified definitions of information are proposed. The results are then extended to other models and lead to definitions of local structural probabilities on the parameter space and to a residual likelihood function.