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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.Nuisance parameters are often variances, but not always; for example in an errors-in-variables model, the unknown true location of each observation is a nuisance parameter.

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  • 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.Nuisance parameters are often variances, but not always; for example in an errors-in-variables model, the unknown true location of each observation is a nuisance parameter.
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