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# Questions tagged [pivot]

In statistics a pivot, or pivotal quantity is a function of unknown parameters and data whose distribution doesn't depend on the values of the unknown parameters - used to construct confidence intervals.

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7 votes
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### What is a good journal for submitting my article on a conjecture in theoretical statistics, re: ancillary complement for correlation?

I'm working on a draft of a statistics article, and I'd like to plan for the journal where I'll ultimately submit. My problem is, the article topic is somewhat abstract—it's a conjecture in ...
2 votes
2 answers
250 views

### Pivotal quantity and confidence interval [closed]

Let $X$ be a random variable with p.d.f.: $$f(X|\theta) = \frac{e^{x-\theta}}{(1+e^{x-\theta})^2}$$ where $-\infty<x<\infty$ and $-\infty<\theta<\infty$ Use the pivotal method to verify ...
1 vote
2 answers
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2 votes
1 answer
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### Confidence Interval Pareto Dist

Let $X_1,...,X_n$ be iid random variables from Pareto distribution with the following distribution $\theta a^{\theta} x^{-(\theta+1)}$, $x>a, \theta >1, a>0$ I have to find a $100(1-a)\%$ CI ...
0 votes
1 answer
403 views

### Multiplying by a constant (T random variable)

Suppose that $T$ has a distribution $t(n-1)$. If we were to multiply $T$ by $\frac{1}{\sqrt{n}}$, what would be the distribution of $\frac{T}{\sqrt{n}}$?
1 vote
2 answers
417 views

### Pivotal Quantities for confidence intervals - Why does it work?

I try to get an intuition on, why pivotal quantities are used to construct confidence intervals. First, I show how I understand the algorithm: For example let $x_1,...,x_n \in \mathbb{R}$ be ...
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3 votes
1 answer
1k views

### How can I construct an asymptotic confidence interval using a specified pivotal quantity and the score test?

Let there be a random sample $X_1,...,X_n \sim Poison(\theta)$, where $\theta>0$ is unknown. Show that $P(\mathbf{X},\theta)=\frac{\bar{X}-\theta}{\sqrt{\bar{X}/n}}$ is asymptotically pivotal, then ...
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1 vote
1 answer
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### How can I compare the lengths between these two confidence intervals? [closed]

Let $X\sim Beta(\theta,1)$. I was asked to find two confidence intervals and compare their lengths. The first confidence interval is for $Y=-(logX)^{-1}$ over the set $[y/2,y]$. The second ...
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3 votes
2 answers
881 views

### How can I use this pivotal quantity to find the shortest length confidence interval for $\theta$?

Let $X_1,\cdots,X_n \sim f(x|\theta)=\frac{\theta}{x^2}, x> \theta$ be a random sample where $\theta>0$ is unknown. I want to use $\frac{\theta}{X_{(1)}}$ as a pivotal quantity. How can I use ...
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0 votes
1 answer
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### (Definition) Why is Z not a pivotal quantity while estimating the mean of a normal distribution when variance is unknown?

The definition of a pivotal quantity as given in Wikipedia is: In statistics, a pivotal quantity or pivot is a function of observations and unobservable parameters such that the function's ...
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0 votes
1 answer
717 views

### How to get this confidence interval from a pivotal quantity

Suppose we have $n$ iid samples from $Exp(1,\eta)$ This distribution is $e^{-x+\eta}$ for $x \ge \eta$ I want to understand why the following is a correct symmetric $100 \gamma$ confidence ...
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1 vote
2 answers
482 views

### Deriving an expression for a confidence interval for σ^2 using the asymptotic distribution of √n(σ̂^2−σ^2)

We have We have $X1,…,Xn i.i.d N(μ,σ^2)$where $μ$ is known and $σ^2$ isn't known. $σ̂^2=(\frac{1}{n})∑(X_i−μ)^2$. First of all what I did, I derived an equitailed 95% confidence interval for $σ^2$....
0 votes
0 answers
165 views

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4 votes
2 answers
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### Find the confidence interval, uniform distribution

Let $X_1,..,X_n$ a random sample of $X$~$U[-\theta,\theta]$, $\theta>0$. Find the confidence interval for $\theta$. I'm trying to find a pivotal quantity with the maximum and minimum, but I can ...
4 votes
1 answer
3k views

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8 votes
1 answer
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### Why is a pivot quantity not necessarily a statistic?

From Wikipedia In statistics, a pivotal quantity or pivot is a function of observations and unobservable parameters whose probability distribution does not depend on the unknown parameters 1 (also ...
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8 votes
1 answer
4k views

### pivotal statistic versus distribution free statistic

I was wondering what relations and differences are between pivotal statistic versus distribution free statistic? From Wikipedia a pivotal quantity or pivot is a function of observations and ...
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6 votes
1 answer
9k views

### Pivotal quantities, test statistics and hypothesis tests

We are learning pivot functions, test statistics, and hypothesis testing at university but it makes no sense. I've tried reading my text book/notes, going through examples, etc., but the concepts seem ...