Journal of the American Statistical Association volume 77, issue 379, P581-589 1982 DOI: 10.1080/01621459.1982.10477850 View full text
Robert J. Buehler

Abstract: Two lists are given. The first is a list of properties of ancillary statistics; the second is a list of examples of ancillary statistics. It is then indicated which of the properties are satisfied by each example. Many of the models have the property that the parameter 8 is a location parameter for the maximum likelihood estimator (MLE) 6 in every conditional distribution determined by a fixed value of the ancillary statistic. In certain other models the same state of affairs is achieved by parameter transfor…

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