Meaning of nuisance parameter | Babel Free

Definitions

A parameter of the distribution of a population that is not directly relevant to solving the significance test or estimate problem under consideration.

Examples

“[T]esting for the null hypothesis […] is subject to the problem of a nuisance parameter that is present only under the alternative, which makes standard asymptotic inference invalid[.]”

“For instance, applications require to specify the number of hidden layers [of a neural network], the number of neurons, the form of the activation function, the algorithm, as well as associated nuisance parameters used for training the models.”

CEFR level