On the stability of maximum‐likelihood estimators of orthogonal parameters

If two parameters ψ and λ, are orthogonal, λψ, the maximum‐likelihood estimate of λ for given ψ, varies only slowly with ψ in the neighbourhood of the overall maximum‐likelihood point. The same is true if ψλ is replaced by a nonlinear function h (ψλ). The detailed form of the variation of ψλ with ψ is studied, and a basis suggested for choosing a particular function h (ψλ) that shows the dependence in the least informative fashion.