= Ancillary-conditioned score density
{title2=$f_U(u\mid a;\theta)\approx\sum_{v:u(v,a)=u}\frac{p^*(v\mid a;\theta)}{|\partial_vu(v,a)|}$}
Fix an <ancillary statistic> $a$ and a parameter value at which the <score function> is evaluated. Express that score as a <function> $u(v,a)$ of the varying <maximum-likelihood estimator> coordinate $v$. The ordinary <probability density function>[density] change-of-variables formula applied to the <P-star approximation> gives the displayed <probability density function>[density]; several monotone branches require a sum. Its <derivative> is a sample-coordinate <derivative>, not generally the parameter <observed information>.
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