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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Bibliographic Details
Published in:Information geometry
Main Author: Battey, H. S.
Format: Journal Article
Language:English
Published: 17-09-2024
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.
ISSN:2511-2481
2511-249X
DOI:10.1007/s41884-024-00144-1