Prove Theorem 6.2.10. Let X1,..., Xn be iid observations from a pdf or pmf f(x|θ) that belongs
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Let X1,..., Xn be iid observations from a pdf or pmf f(x|θ) that belongs to an exponential family given by
-1.png){kind=small}
where θ = (θ1, θ2, ... , θd), d ‰¤ k. Then
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is a sufficient statistic for θ.
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