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2 votes
3 answers
2k views

Function of a sufficient statistic

It is well-known that a 1-1 function of a sufficient statistic is also sufficient for a parameter $p$. I am however confused by the consequence that if $T$ is sufficient for a parameter $p$, then a ...
Harry's user avatar
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9 votes
5 answers
2k views

Density estimation methods?

What non-/semiparametric methods to estimate a probability density from a data sample are you using ? (Please do not include more than one method per answer)