*** Welcome to piglix ***

Pivotal quantity


In statistics, a pivotal quantity or pivot is a function of observations and unobservable parameters whose probability distribution does not depend on the unknown parameters (also referred to as nuisance parameters). Note that a pivot quantity 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 be a random sample from a distribution that depends on a parameter (or vector of parameters) . Let be a random variable whose distribution is the same for all . Then is called a pivotal quantity (or simply a pivot).


...
Wikipedia

...