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Biometrika 1981 68(3):677-683; doi:10.1093/biomet/68.3.677
© 1981 by Biometrika Trust
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Extensions of the concept of local ancillarity

T. A. RYALL

Department of Mathematics, Imperial College London

Cox (1980) introduced a notion of local ancillarity. In this paper, a qth order local ancillary variable is defined; the idea of local ancillarity for the multiparameter model with no nuisance parameters is developed for inference and third-order local ancillarity is examined in the single parameter model.

Key Words: Edgeworth expansion • Multiparameter • Non-Bayesian • Third-order local ancillarity


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