pivotal quantity

'pivotal quantity' can also refer to...


More Like This

Show all results sharing this subject:

  • Probability and Statistics


Show Summary Details

Quick Reference

A function of the observations having a distribution that does not depend on any parameter other than the parameter of interest. For example, if a random sample of n observations is taken from a normal distribution with unknown mean μ and variance σ2 then a pivotal quantity for the parameter μ is the statistic t, given by where is the sample mean and s2 is the sample variance (calculated using the (n−1) divisor). The distribution of t (a t-distribution) does not depend on the value of σ2.

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.