Ancillary statistic
Definition taught in Exponential families and conjugacy, part of Bayesian statistics
Ancillary statistic
| Type | Definition |
| Taught in | Exponential families and conjugacy |
| Part | Bayesian statistics |
| Properties | 1 |
A statistic A({\boldsymbol{X}}) is ancillary if its sampling distribution does not depend on \theta.
Properties
Basu’s theorem
Main article: Basu’s theorem
A complete sufficient statistic is independent of every ancillary statistic.
Used in
- Taught in Exponential families and conjugacy, where the derivation and examples are.
- All 18 questions on Exponential families and conjugacy
See also
Basu’s theorem · Statistic and estimator · Sufficient statistic · Fisher–Neyman factorisation · Minimal sufficiency · Complete statistic · Natural exponential family · Translation to another common notation