= Ancillary statistic
{title2=$\mathcal L_\theta(A)\text{ is independent of }\theta$}
{wiki}
= Ancillary
{synonym}
= Ancillarity
{synonym}
A <statistic> is ancillary for a <statistical model> if its <probability distribution> is the same for every parameter value. Its marginal law carries no information about the parameter, but its observed value can identify the precision or configuration of the experiment. <Fisherian conditional inference> uses the <conditional distribution> of an informative <statistic> given the observed ancillary value. Ancillarity does not mean that the ancillary is independent of every informative <statistic>.
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