A pivotal function is a function under which the function's probability distribution does not depends on the parameters to be estimated. It is a function of observations and unknown parameters.

Let Q be the pivotal function for θ such that

Q=Q(X:0)

where \(X=(X_{1},X_{2},...,X_{n})\)

Let Q be the pivotal function for θ such that

Q=Q(X:0)

where \(X=(X_{1},X_{2},...,X_{n})\)