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On a formula for the distribution of the maximum likelihood estimator. (English) Zbl 0532.62006
A formula for the conditional distribution of the maximum likelihood estimator given a maximal ancillary statistic is discussed which is generally accurate to order $O(n\sp{-1})$ or even $O(n\sp{-3/2})$. It is also exact under certain cases. A generalization of the formula is also given.
Reviewer: V.P.Gupta

MSC:
62E15Exact distribution theory in statistics
62F10Point estimation
62E20Asymptotic distribution theory in statistics
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