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- meaning a function of observables and parameters whose probability distribution does not depend on the parameters - that can be inverted to give a probability of the future observation X_n+1 falling in some interval computed in terms of the observed values so far, Such a pivotal quantity, depending only on observables, is called an ancillary statistic. The usual method of constructing pivotal quantities is to take the difference of two variables that depend on location, so that location

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