An ancillary statistic is a statistic whose statistical distribution does not depend on the unknown parameter of the statistical model. Although it contains no direct information about that parameter, conditioning on an ancillary statistic can refine inference by restricting attention to the relevant part of the sample space.
Ancillary Statistic
See also
Statistic, Sufficient Statistic, Statistical DistributionExplore with Wolfram|Alpha
References
Cox, D. R. and Hinkley, D. V. Theoretical Statistics. London, England: Chapman & Hall, 1974.Cite this as:
Weisstein, Eric W. "Ancillary Statistic." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/AncillaryStatistic.html