Parameterizations which reduce the asymptotic bias and skewness of various pivotal quantities arising in large-sample theory are discussed for models depending on an unknown scalar parameter. Transformation formulae by which such parameterizations can be obtained are derived, and these formulae extend those for one-dimensional curved exponential families given by Hougaard (1982). To assess the accuracy of normal approximations to the distributions of the pivots, their second-order properties are considered and comparisons with the signed square root of the likelihood-ratio statistic are drawn.