Using the notation of the previous exercise, show that for any constants a,b,c,d satisfying ad − bc ≠ 0, Yi = (a + bXi)/ (c + dXi) i = 1,…, n are independent and identically distributed Cauchy random variables. Deduce that the derived statistic A

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with components A

*

i = (Yi − Y )/sY has a distribution not depending on (θ, τ). Hence conclude that the maximal ancillary for the problem described in Exercise