Location-scale family ($f(y;\mu ,\sigma )={\sigma }^{-1}{f}_0((y-\mu )/\sigma )$)

In a location-scale family, $Y=\mu +\sigma Z$ for a fixed base probability distribution of $Z$, with $\mu \in \mathbb{R}$ and $\sigma >0$. Location translates observations, and scale multiplies their deviations. For an independent sample with a base density and at least two observations, the normalized residual vector $(Y_i-\bar{Y})/s$, where $s^2=n^{-1}{\sum }_i(Y_i-\bar{Y}{)}^2$, is an ancillary statistic. Indeed, $\bar{Y}=\mu +\sigma \bar{Z}$ and $s=\sigma s_Z$, making the residual vector a function of the base sample alone. This algebraic result needs no population moments.