Question

what is nuisance parameters in statistical inference​

Answer 1

Answer:

In statistics, a nuisance parameter is any parameter which is not of immediate interest but which must be accounted for in the analysis of those parameters which are of interest. The classic example of a nuisance parameter is the variance, σ2, of a normal distribution, when the mean, μ, is of primary interest.

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Answer 2

Answer:

A nuisance parameter is any parameter which is not of immediate interest but which must be accounted for in the analysis of those parameters which are of interest. The classic example of a nuisance parameter is the variance, σ2, of a normal distribution, when the mean, μ, is of primary interest.

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