Home page for accesible maths 15 Deviance and the LRT

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15.3 Summary

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    The simple, intuitive answer is true: if θ^ is a MLE, then if ϕ=g(θ) for any monotonic transformation g, then ϕ^=g(θ^).

  • 2

    The same simple result can be applied to confidence intervals based on the deviance, but can NOT be applied to confidence intervals based on the asymptotic distribution of the MLE.