Let (tilde{z}, tilde{x}) and (tilde{y}) be three random variables. Show that (tilde{z}) is a sufficient statistic for
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Let \(\tilde{z}, \tilde{x}\) and \(\tilde{y}\) be three random variables. Show that \(\tilde{z}\) is a sufficient statistic for the conditional density \(f(y, z \mid x)\) if and only if the conditional distribution of \(\tilde{x}\) given \(\{\tilde{y}=y, \tilde{z}=z\}\) does not depend on \(y\).
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Financial Markets Theory Equilibrium Efficiency And Information
ISBN: 9781447174042
2nd Edition
Authors: Emilio Barucci, Claudio Fontana
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