Statistics Sufficiency and information Concept
Ancillary statistic
Summary
An ancillary statistic is a statistic whose distribution does not depend on the parameter. On its own it carries no information about the parameter, yet it can tell how precise the data are. Fisher proposed to condition inference on ancillary statistics, and Basu's theorem shows that they are independent of complete sufficient statistics.
Further reading
About this page
| Tag | VBW2A4H6TD |
|---|---|
| URI | m2://VBW2A4H6TD |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62B05 |
| Specializes | Statistic |
| Same as |
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