Let X, Y be independently normally distributed as N(, 1), and let V = Y X
Question:
Let X, Y be independently normally distributed as N(θ, 1), and let V = Y − X and W =
Y − X if X + Y > 0, X − Y if X + Y ≤ 0.
(i) Both V and W are ancillary, but neither is a function of the other.
(ii) (V,W) is not ancillary. [Basu (1959).]
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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