17. Suppose X = (U, Z), the density of X factors into pu( x) = c(8 ,,'})go(u; z)h,,( z) k( u, z ), and the parameters 8, ,'} are unrelated. To see that these assumptions are not enough to insure that Z is S-ancillary for 8, consider the joint density C( 8, ,'}) e" }

where I( u, z) is the indicator of the set {(u, z) : u S z }. [Basu (1978).]