6.29 If a minimal sufficient statistic exists, a necessary condition for a sufficient statistic to be complete
Question:
6.29 If a minimal sufficient statistic exists, a necessary condition for a sufficient statistic to be complete is for it to be minimal. [Hint: Suppose that T = h(U) is minimal sufficient and U is complete. To show that U is equivalent to T , note that otherwise there exists
ψ such that ψ(U) = η[h(U)] with positive probability where η(t) = E[ψ(U)|t].]
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Theory Of Point Estimation
ISBN: 9780387985022
2nd Edition
Authors: Erich L. Lehmann, George Casella
Question Posted: