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Biometrika 1984 71(3):626-629; doi:10.1093/biomet/71.3.626
© 1984 by Biometrika Trust
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MISCELLANEA

On ancillarityu and Fisher information in the presence of a nuisance parameter

V.P. GODAMBE

Department of Statistics, and Actuarial Science, University of Waterloo, Onlario, Canada

Godambe (1976) put forward two concepts of ancillarity in the presenmce of nuisance paremeters. In this paper they areunified and extended concept of Fisher information.

Key Words: Ancilary statistic; • Estimating function; • fisher information;


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