Abstract
It is shown that in many situations the principle of invariance is strong enough to lead us to the standard reductions. For instance, given η inde-pendent observations on a normal variable with unknown mean (the nuisance parameter) and unknown variance, it is shown how the principle of invariance alone can reduce the data to the sample variance.
* This research was supported by Research Grant No. NSF CP-3707 from the Division of Mathematical, Physical and Engineering Sciences of the National Science Foundation, and by the Statistics Branch, Office of Naval Research.
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Basu*, D. (2011). On Sufficiency and Invariance. In: DasGupta, A. (eds) Selected Works of Debabrata Basu. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5825-9_23
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