 Partial ancillary statistic

For a parameter of interest $\psi$ and nuisance parameter $\lambda$, a partial ancillary for $\psi$ has a marginal law independent of $\psi$, possibly depending on $\lambda$. This differs from a fully ancillary statistic, whose law is independent of both. For independent Poisson counts with means $\lambda \psi$ and $\lambda (1-\psi )$, their total is Poisson with mean $\lambda$, while the first count conditional on the total is binomial with success probability $\psi$. Conditioning on the total eliminates $\lambda$. A partial ancillary does not automatically eliminate a nuisance parameter; the conditional law must actually be free of that parameter.