V. P. Godambe
Abstract
This paper discusses the definitions of ancillarity and sufficiency in the presence of a nuisance parameter given by Godambe (1976a). Illustrative examples are given and the relation to Fisher information discussed.
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This paper discusses the definitions of ancillarity and sufficiency in the presence of a nuisance parameter given by Godambe (1976a). Illustrative examples are given and the relation to Fisher information discussed.
Key concepts: Nuisance, Nuisance parameter, Mathematics, Econometrics, Relation (database), Statistics, Applied mathematics, Data mining