Paper 2, Section I, H

Statistics
Part IB, 2012

Let the sample x=(x1,,xn)x=\left(x_{1}, \ldots, x_{n}\right) have likelihood function f(x;θ)f(x ; \theta). What does it mean to say T(x)T(x) is a sufficient statistic for θ\theta ?

Show that if a certain factorization criterion is satisfied then TT is sufficient for θ\theta.

Suppose that TT is sufficient for θ\theta and there exist two samples, xx and yy, for which T(x)T(y)T(x) \neq T(y) and f(x;θ)/f(y;θ)f(x ; \theta) / f(y ; \theta) does not depend on θ\theta. Let

T1(z)={T(z)zyT(x)z=yT_{1}(z)= \begin{cases}T(z) & z \neq y \\ T(x) & z=y\end{cases}

Show that T1T_{1} is also sufficient for θ\theta.

Explain why TT is not minimally sufficient for θ\theta.