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Biometrika 1973 60(3):447-455; doi:10.1093/biomet/60.3.447
© 1973 by Biometrika Trust
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On M-ancillarity

O. BARNDORFF-NIELSEN

Aarhus University

The definition and properties are discussed of M-ancillarity, a concept introduced and studied first in an unpublished report and later by Bandorff-Nielsen (1973) and Barndorff-Nielsen & Kvist (1974).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.

Key Words: Ancillarity • M-ancillarity • Universality • Conditional inference • Logistic dose-response model • Sufficiency • Exponential families • Hardy-Weinberg distribution


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