On M-ancillarity
- 1 December 1973
- journal article
- research article
- Published by Oxford University Press (OUP) in Biometrika
- Vol. 60 (3) , 447-455
- https://doi.org/10.1093/biomet/60.3.447
Abstract
The definition and properties are discussed of M-ancillarity, a concept introduced and studied first in an unpublished report and later by Bandorff-Nielsen (1973) and Barndorff-Nielsen & Kvist (1974). For simplicity attention is, in the main, restricted to finite discrete distributions. The principal new result is a technique for finding the M-ancillary statistics when the family of distributions is exponential of order 2.Keywords
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