Questions tagged [sufficient-statistics]
A sufficient statistic is a lower dimensional function of the data which contains all relevant information about a certain parameter in itself.
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Usage of Sufficient statistic for a Gamma distribution
I need some help to understand how to utilize sufficient statistic from a data.
Suppose I observe some random process that produces $x\in X$, where all elements have a gamma distribution. As far as I ...
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Find a two dimensional sufficient statistic for $\theta$
Let $\{X_i\}_{i=1}^n$ be conditional independent given $\theta$ with distribution
$$p_{X_i | \theta} (x |\theta) = \frac{1}{2i\theta}, \ -i\theta<x<i\theta.$$
Find a two dimensional sufficient ...
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Likelihood principle and inference
I've been reading Casella and Berger's Statistical Inference. In section 6.3 the author stated the likelihood principle: if the likelihood functions from two samples are proportional, then the ...
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FInding a complete and sufficient statistic
I am attempting to learn how to find a complete and sufficient statistic. So, I am working on this problem for class:
Let $X_1, \cdot\cdot\cdot,X_n$ be a random sample from the pdf $f(x_i|u)=e^{-(x-\...
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Karlin-Rubin theorem: relationship between test statistic having the MLR property vs being sufficient
Let's suppose we are trying to compare two hypotheses for a single parameter $\theta$. The null hypothesis $H_0$ is that $\theta = \theta_0$, and the alternative is that $\theta ≥ \theta_0$.
The ...
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Sufficient statistic for the family of PERT distributions?
A beta distribution is one of the form
$$
\text{constant}\times x^{\alpha-1} (1-x)^{\beta-1} \, dx \quad \text{ for } 0<x<1.
$$
According to this Wikipedia article, the family of "PERT ...
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Unbiased estimator for parameter of random variables following a uniform distribution [duplicate]
Suppose $X_i$ are i.i.d. and have density $f_\theta(x) = \frac{1}{\theta}$ if $x \in (\theta, 2\theta)$ for positive $\theta$.
$(\min_iX_i, \max_iX_i)$ is a sufficient statistic for $\theta$?
To ...
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Completeness of Gamma family
Let $X_1,...,X_n$ has a Gamma$(\alpha,\alpha)$ distribution. Find the minimal sufficient statistics. Is this a complete family?
My attempt: I found the Minimal sufficient statistics is $T(x)=(\...
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Likelihood ratio as minimal sufficient statistics in infinite parameter space
I just read a question from here (Likelihood ratio minimal sufficient) and have some thoughts. Let me restate the question first:
Consider a family of density functions $f(x|\theta)$ where the ...
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Showing that $X_{(1)}$ is sufficient for shifted exponential distribution
If the pdf of a random sample is $f(x)=e^{-(x-θ)}$ where $x \geq θ$,
Show that $T=X_{(1)}$ is a sufficient statistic for $θ$.
Can one show that $T$ is a sufficient statistic for $θ$ in the following ...
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Sufficient/complete statistic $\leftrightarrow$ injective/surjective map?
I can't understand the paragraph in Completeness (statistics) - Wikipedia:
We have an identifiable model space parameterised by $\theta$, and a statistic $T$. Then consider the map $f:p_{\theta }\...
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How do I know which statistic is for which parameter when calculating joint sufficient statistics using factorization criteria?
For the normal distribution for example, after factorization we get
$\mathcal{L} = (2 \pi \sigma^2)^{-\frac{n}{2}}\exp\left(-\frac{n\mu^2}{2\sigma^2}\right) \exp\left(-\frac{1}{2\sigma^2}\left(\sum_{i=...
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Sufficient Statistic for a family of distributions consisting of Poisson family and Bernoulli family
Suppose $(X_1, . . . ,X_n)$ is an i.i.d. sample from the distribution $f_{\theta,k}(x)$, where $\theta \in (0, 1)$ and $k = 1, 2$. Assume that $$f_{\theta, k}(x)=\begin{cases} \text{Poisson($\theta)$},...
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Sufficient Statistic for a finite family of Normal distributions
Suppose we have a finite family of normal distributions $P=\{N(0, 1), N(0, 2), N(1, 2), N(2, 2)\}$ and we want to find a sufficient statistic for this family. Intuitively it is clear that as the means ...
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Show minimal sufficient statistic is not complete in normal distribution
Let $Z_i$ for $1 \leq i \leq n$ be a sample from the $N(ap, bp(1-p))$ density, where $a \gt 0, b \gt 0$ are known but $p \in (0,1)$ is an unknown parameter.
I have shown that $T = (\sum^n_{i = 1} Z_i, ...
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