sufficient

introduction

%%visits: 3 ## intuition

Let X₁, …, X_n F_θ(⋅) be independent and identically distributed random_variables. The statistic T(X₁, …, X_n) is sufficient for Θ, ⇔ The joint probability_density_function (or [[probability_mass_function]]) The joint distribution can be factorised into f(x₁, …, x_n) = g(t, θ)h(X₁, .., X_n) ## rigour We say an estimator is sufficient when it does not depend on theta ## exam clinic ## examples and non-examples ## resources tags :math:

backlinks

• index_of_files.pd