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.
ASJC Scopus subject areas
- Statistics and Probability
- Agricultural and Biological Sciences (miscellaneous)
- Agricultural and Biological Sciences(all)
- Statistics, Probability and Uncertainty
- Applied Mathematics