STAT 410

Def

Let X 1 , X 2 , , X n denote random variables with joint p.d.f. or

p.m.f. f ( x 1 , x 2 , , x n ; ), which depends on the parameter .
The statistic Y = u ( X 1 , X 2 , , X n ) is said to be sufficient
for if the conditional distribution of X 1 , X 2 , , X n given
Y = y is independent of for all y.

Theorem 1 ( Factorization Theorem ):

Let X 1 , X 2 , , X n denote random variables with joint p.d.f. or p.m.f.
f ( x 1 , x 2 , , x n ; ), which depends on the parameter . The statistic
Y = u ( X 1 , X 2 , , X n ) is sufficient for if and only if

f ( x 1 , x 2 , , x n ; ) = [ u ( x 1 , x 2 , , x n ) ; ] h ( x 1 , x 2 , , x n ),
where depends on x 1 , x 2 , , x n only through u ( x 1 , x 2 , , x n )
and h ( x 1 , x 2 , , x n ) does not depend on .
1.

Let X 1 , X 2 , , X n be a random sample of size n from a Poisson distribution

with mean . That is,
k e
f ( k; ) = P ( X 1 = k ) =
,
k = 0, 1, 2, 3, .

k!

a)

Use Factorization Theorem to find Y = u ( X 1 , X 2 , , X n ), a sufficient statistic

for .

b)

Show that P ( X 1 = x 1 , X 2 = x 2 , , X n = x n | Y = y ) does not depend on .

2.

Let X 1 , X 2 , , X n be a random sample of size

distribution. That is,

f ( x; ) =
a)

, 0 < x < ,

from a Uniform ( 0 , )

zero elsewhere.

Use Factorization Theorem to find Y = u ( X 1 , X 2 , , X n ), a sufficient statistic

for .

b)

Show that the conditional distribution of X 1 , X 2 , , X n given Y = y does not

depend on .

Theorem 2:
Let X 1 , X 2 , , X n be a random sample from a distribution with a
p.d.f. or p.m.f. of the exponential form

f ( x ; ) = exp [ p ( ) K ( x ) + S ( x ) + q ( ) ],
on a support free of . The statistic Y =

K (X i )

i =1

is sufficient for .

1.

Let X 1 , X 2 , , X n be a random sample of size

with mean .

c)

Use Theorem 2 to find Y = u ( X 1 , X 2 , , X n ), a sufficient statistic for .

3.

Let X 1 , X 2 , , X n be a random sample of size n from the distribution with

probability density function
1

1
x
f ( x; ) =

from a Poisson distribution

0 x 1
otherwise

0 < < . Use Theorem 2 to find a sufficient statistic for .

4.

Let X 1 , X 2 , , X n be a random sample of size n from a N ( , 2 )

distribution. Find joint sufficient statistics for and .