BS2 Further Statistical Inference HT08 - Lecture 1

Ancillarity and conditional inference

This lecture introduces and discusses fundamental issues of ancillarity and the idea of conditional inference, as well as the interplay between ancillarity, completeness and sufficiency..

Recommended reading for this lecture (and the next) is

Young and Smith (2005),  Chapter 6 and 7, in particular 6.2, 6.3, 7.2.

Leonard and Hsu (1999), section 1.5.

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Last updated: Thursday, 17 January 2008 21:49Steffen L. Lauritzen