Ancillary Statistic (Paperback)

High Quality Content by WIKIPEDIA articles! In statistics, an ancillary statistic is a statistic whose sampling distribution does not depend on which of the probability distributions among those being considered is the distribution of the statistical population from which the data were taken. An ancillary statistic is a pivotal quantity (function of observations whose distribution does not depend on parameters) that is also a statistic (computed in terms of observations, not depending on any unobserved quantities). They can be used to construct prediction intervals.