Ancillarity and Basu's theorem
Historical papers:
Fisher, R. A. (1934): Two new properties of mathematical likelihood.
Proc. Roy. Soc. A 144: 255-307. First introduction of ancillarity.
Basu, D. (1955): On statistics independent of complete sufficient
statistics. Sankhya 15: 377-380.
Modern references:
Buehler, R. J. (1982): Some ancillary statistics and their properties.
JASA 77: 581-589.
Barndorff-Nielsen, O. (1978): Information and ExponentialFamilies in
Statistical Theory, sectiona 4.2-4. New York: Wiley. Defines several different
types of ancillarity.
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