Refer to the pdfs given in Exercise 6.9. For each, let X(1) < . . . <

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Refer to the pdfs given in Exercise 6.9. For each, let X(1) < . . . < Xn-1) be the ordered sample, and define Yi = X(n) - X(i), i = 1,..., n - 1.
a. For each of the pdfs in Exercise 6.9, verify that the set (Y1,..., Yn-1) is ancillary for θ. Try to prove a general theorem, like Example 6.2.18, that handles all these families at once.
b. In each case determine whether the set (Y1,..., Yn-1) is independent of the minimal sufficient statistic.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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