#ancillary_statistic

Ancillary statistic

In statistics, ancillarity is a property of a statistic computed on a sample dataset in relation to a parametric model of the dataset. An ancillary statistic has the same distribution regardless of the value of the parameters and thus provides no information about them. It is opposed to the concept of a complete statistic which contains no ancillary information. It is closely related to the concept of a sufficient statistic which contains all of the information that the dataset provides about the parameters.

Sat 29th

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