Abstract
The term “ancillary statistic” was introduced by R. A. Fisher (Fisher 1925) in the context of maximum likelihood estimation. Fisher regarded the likelihood function as embodying all the information that the data had to supply about the unknown parameter. At a purely abstract level, this might be regarded as simply an application of the sufficiency principle (SP), since as a function of the data the whole likelihood function (modulo a positive constant factor — a gloss we shall henceforth take as read) is minimal sufficient; but that principle says nothing about what we should do with the likelihood function when we have it.
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Dawid, P. (2011). Basu on Ancillarity. In: DasGupta, A. (eds) Selected Works of Debabrata Basu. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5825-9_2
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