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APPLICATIONS AND EXTENSIONS OF BASU'S RESULTS ON MAXIMAL ANCILLARITY
Author(s) -
Lloyd Christopher J.
Publication year - 1988
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1988.tb00846.x
Subject(s) - inference , nuisance parameter , statistic , econometrics , mathematics , mathematical economics , nuisance , sufficient statistic , computer science , statistics , artificial intelligence , law , estimator , political science
Summary Maximality of ancillaries is important in both conditional inference without nuisance parameters and marginal inference with nuisance parameters. We extend results of Basu (1959) to the more classical former case and discuss the different nature of ancillaries in these two contexts. We apply the results to a general ancillary independent of a sufficient statistic. Finally, we discuss difficulties in finding necessary conditions for maximality.