Maximal co-ancillarity and maximal co-sufficiency
Abstract The purpose of this exposition is to provide some new perspectives on conditional inference through a notional idealised separation within the minimal sufficient statistic, allowing a geometric account of key ideas from the Fisherian position. The notional idealised separation, in terms of...
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Published in: | Information geometry |
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Main Author: | |
Format: | Journal Article |
Language: | English |
Published: |
17-09-2024
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Online Access: | Get full text |
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Summary: | Abstract The purpose of this exposition is to provide some new perspectives on conditional inference through a notional idealised separation within the minimal sufficient statistic, allowing a geometric account of key ideas from the Fisherian position. The notional idealised separation, in terms of an ancillary statistic and what I call a maximal co-ancillary statistic, provides conceptual insight and clarifies what is sought from an approximate conditional analysis, where exact calculations may not be available. A parallel framework applies in the Fisherian assessment of model adequacy. Both aspects are discussed and illustrated geometrically through examples. |
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ISSN: | 2511-2481 2511-249X |
DOI: | 10.1007/s41884-024-00144-1 |