© 1977 by Biometrika Trust
Conditional inference about a normal mean with known coefficient of variation
Department of Statistics, Stanford University California
For a random sample from the normal distribution with known coefficient of variation, the minimal sufficient statistic includes an ancillary statistic. The effects of conditioning on the ancillary statistic are discussed and related to a recommendation of R. A. Fisher concerning use of the observed second derivative of the log likelihood function in normal approximations.
Key Words: Ancillary statistic Coefficient of variation Conditional inference Normal distribution Sample information