Use this tag only if your question is about the modern theoretical footing for probability, for example probability spaces, random variables, law of large numbers, and central limit theorems. Use [tag:probability] instead for specific problems and explicit computations. Use ...

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Profile likelihood: Box-Cox transformation

I'm trying to prove a result that shows that the maximum likelihood estimator reduces the number of parameters in a Box-Cox model. In essence, we're trying to prove that $\bar{z}$ is the nuisance ...