Paper 2, Section I, H

Statistics | Part IB, 2012

Let the sample x=(x1,…,xn)x=\left(x_{1}, \ldots, x_{n}\right) have likelihood function f(x;θ)f(x ; \theta). What does it mean to say T(x)T(x) is a sufficient statistic for θ\theta ?

Show that if a certain factorization criterion is satisfied then TT is sufficient for θ\theta.

Suppose that TT is sufficient for θ\theta and there exist two samples, xx and yy, for which T(x)≠T(y)T(x) \neq T(y) and f(x;θ)/f(y;θ)f(x ; \theta) / f(y ; \theta) does not depend on θ\theta. Let

T1(z)={T(z)z≠yT(x)z=yT_{1}(z)= \begin{cases}T(z) & z \neq y \\ T(x) & z=y\end{cases}

Show that T1T_{1} is also sufficient for θ\theta.

Explain why TT is not minimally sufficient for θ\theta.

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