Nuisanceparameters
Nuisance parameters are uninteresting but necessary components in statistical models that must be estimated alongside the parameters of primary interest. Their presence is often due to practical limitations or the complexity of the underlying system being modeled. The primary goal of a statistical analysis is typically to draw conclusions about a specific set of parameters, referred to as the "signal" or "primary" parameters. However, in real-world applications, a complete and accurate model often requires the inclusion of other parameters that do not directly relate to the phenomenon of interest. These are the nuisance parameters.
These parameters can arise in various contexts. For example, in experimental physics, one might be interested