Related Concepts
A pivotal quantity is a function of data, whose underlying population distribution is a member of a parametric family, that is not dependent on the values of the parameters. An ancillary statistic is such a function that is also a statistic, meaning that it is computed in terms of the data alone. Such functions are robust to parameters in the sense that they are independent of the values of the parameters, but not robust to the model in the sense that they assume an underlying model (parametric family), and in fact such functions are often very sensitive to violations of the model assumptions. Thus test statistics, frequently constructed in terms of these to not be sensitive to assumptions about parameters, are still very sensitive to model assumptions.
Read more about this topic: Robust Statistics
Famous quotes containing the words related and/or concepts:
“Becoming responsible adults is no longer a matter of whether children hang up their pajamas or put dirty towels in the hamper, but whether they care about themselves and others—and whether they see everyday chores as related to how we treat this planet.”
—Eda Le Shan (20th century)
“Germany collapsed as a result of having engaged in a struggle for empire with the concepts of provincial politics.”
—Albert Camus (1913–1960)