Overview

nuisance parameter


More Like This

Show all results sharing this subject:

  • Probability and Statistics

GO

Show Summary Details

Quick Reference

A parameter that must be estimated, even though it is of no immediate interest. The most familiar example occurs in the construction of a confidence interval for an estimate of a population mean. The sample mean is the obvious estimate, but the population variance is a nuisance parameter that must also be estimated in order to determine the size of the interval. The term ‘nuisance parameter’ first appeared in a 1940 paper by Hotelling.

Subjects: Probability and Statistics.


Reference entries

Users without a subscription are not able to see the full content. Please, subscribe or login to access all content.