On information and ancillarity in the presence of a nuisance parameter

Kung Yee Liang

Research output: Contribution to journalArticlepeer-review

Abstract

SUMMARY: This note shows that concepts of ancillarity in the presence of a nuisance parameter suggested by Andersen (1970) and Basawa (1981) are equivalent for exponential families of distributions. Some illustrative examples are given and the relation to Fisher's information is discussed.

Original languageEnglish (US)
Pages (from-to)607-612
Number of pages6
JournalBiometrika
Volume70
Issue number3
DOIs
StatePublished - Dec 1983

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Agricultural and Biological Sciences (miscellaneous)
  • Agricultural and Biological Sciences(all)
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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