OurBigBook About$ Donate
 Sign in Sign up

Ancillary conditioning that eliminates a nuisance parameter

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Sufficient statistic Ancillary statistic Partial ancillary statistic
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a sufficient statistic (C,S) and parameter (ψ,λ), a useful strong reduction requires the law of S to be free of ψ and the conditional distribution of C given S to be free of the nuisance parameter λ. In the discrete case it gives
f(x;ψ,λ)=ϕ0​(x)ϕC​(C(x),S(x);ψ)ϕS​(S(x);λ),
(1)
where ϕ0​ sums to one on each (C,S) fiber, ϕS​ sums to one over s, and ϕC​ sums to one over c separately for every fixed s. Ordinary ancillarity, or just the law of S being free of ψ, does not by itself guarantee that conditioning removes λ.

 Ancestors (7)

  1. Partial ancillary statistic
  2. Ancillary statistic
  3. Sufficient statistic
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2007 / ii / Paper 1 / 27I / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook