Paper 1, Section II, H

Statistics | Part IB, 2016

(a) What does it mean to say a statistic TT is sufficient for an unknown parameter θ\theta ? State the factorisation criterion for sufficiency and prove it in the discrete case.

(b) State and prove the Rao-Blackwell theorem.

(c) Let X1,,XnX_{1}, \ldots, X_{n} be independent samples from the uniform distribution on [θ,θ][-\theta, \theta] for an unknown positive parameter θ\theta. Consider the two-dimensional statistic

T=(miniXi,maxiXi).T=\left(\min _{i} X_{i}, \max _{i} X_{i}\right) .

Prove that TT is sufficient for θ\theta. Determine, with proof, whether or not TT is minimally sufficient.

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