Paper 4, Section II, H

Statistics
Part IB, 2009

What is a sufficient statistic? State the factorization criterion for a statistic to be sufficient.

Suppose that X1,,XnX_{1}, \ldots, X_{n} are independent random variables uniformly distributed over [a,b][a, b], where the parameters a<ba<b are not known, and n2n \geqslant 2. Find a sufficient statistic for the parameter θ(a,b)\theta \equiv(a, b) based on the sample X1,,XnX_{1}, \ldots, X_{n}. Based on your sufficient statistic, derive an unbiased estimator of θ\theta.