A condition for the nonexistence of ancillary statistics

This note gives a simple condition for the nonexistence of nontrivial ancillary statistics. The result shows that in sampling from a discrete exponential family with a regression model, usually there is no nontrivial ancillary statistic.

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Year of publication:	1995
Authors:	Gupta, Arjun K. ; Wang, Yining
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 4, p. 367-369
Publisher:	Elsevier
Subject:	Ancillarity Boundedly completeness Sufficiency

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254419