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Pivotal quantity

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elodie

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Jul 24, 2008, 12:21:52 PM7/24/08
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I am reading the following in a textbook.

X1,..., Xn is (iid) distributed according to a parametric family with
parameters a and theta. Both a and theta are unknown.
(...an argument I am skipping...)
P( Xmin^theta / a^theta <t ) =1-1/t
therefore
Xmin^theta / a is a pivotal quantity.

I am surprised, I would have said: Xmin^theta / a^theta is a pivotal
quantity.

I would appreciate some help with this small problem. Thanks in
advance.


Jack Tomsky

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Jul 24, 2008, 1:34:52 PM7/24/08
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From the cdf that you are quoting from the book, you are right in that (Xmin^theta)/(a^theta) = (Xmin/a)^theta is a pivotal quantity.

Jack

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