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On ancillarityu and Fisher information in the presence of a nuisance parameter

V.P. GODAMBE

Biometrika · 1984 · Volume 71 · Issue 3

DOI: 10.1093/biomet/71.3.626

Abstract

SUMMARY Godambe (1976) put forward two concepts of ancillarity in the presenmce of nuisance paremeters. In this paper they areunified and extended concept of Fisher information.

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