Statistics Interval estimation Concept
Pivotal quantity
Summary
A pivotal quantity is a function of the data and the unknown parameter whose law does not depend on the parameter. It is the standard tool to build a confidence interval: one fixes an interval of probability for the pivot and solves for the parameter. Many classical intervals, such as the Student t interval for a normal mean, come from a pivot.
Further reading
About this page
| Tag | PXFYDT3M52 |
|---|---|
| URI | m2://PXFYDT3M52 |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62F25, 62E15 |
| Same as |
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