Pivotal quantity
id:
pivotal-quantity-297-550063
title:
Pivotal quantity
text:
In statistics, a pivotal quantity or pivot is a function of observations and unobservable parameters such that the function's probability distribution does not depend on the unknown parameters. A pivot need not be a statistic — the function and its 'value' can depend on the parameters of the model, but its 'distribution' must not. If it is a statistic, then it is known as an 'ancillary statistic'. More formally, let X = be a random sample from a distribution that depends on a parameter θ . Let g
brand slug:
wiki
category slug:
encyclopedia
description:
Function of observations and unobservable parameters
original url:
https://en.wikipedia.org/wiki/Pivotal_quantity
date created:
date modified:
2024-02-12T11:49:44Z
main entity:
{"identifier":"Q7199665","url":"https://www.wikidata.org/entity/Q7199665"}
image:
fields total:
13
integrity:
14