Stat 582

References for sufficiency and ancillarity

Books

Cox and Hinkley, section 2.2.
Lehmann, TPE, section 1.5.
Barndorff-Nielsen, O. (1978): Information and Exponential Families, Chapter 4, esp. sections 4.1-2. Chichester: Wiley.

History

Fisher, R. A. (1922): On the mathematical foundation of theoretical statistics. Phil Trans. Roy. Soc. A 222: 309-368.

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