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Sufficient statistic - Wikipedia
In statistics, sufficiency is a property of a statistic computed on a sample dataset in relation to a parametric model of the dataset. A sufficient statistic contains all of the information that the dataset provides about the model parameters. It is closely related to the concepts of an ancillary statistic which contains no … See more
Roughly, given a set $${\displaystyle \mathbf {X} }$$ of independent identically distributed data conditioned on an unknown parameter $${\displaystyle \theta }$$, … See more
Fisher's factorization theorem or factorization criterion provides a convenient characterization of a sufficient statistic. If the probability density function is ƒθ(x), then T is sufficient for θ if and only if nonnegative functions g and h can be found such that See more
Bernoulli distribution
If X1, ...., Xn are independent Bernoulli-distributed random variables with expected value p, then the sum T(X) = X1 + ... + Xn is a sufficient statistic for p (here 'success' corresponds to Xi = 1 and 'failure' to Xi = 0; so T is the total … See moreA statistic t = T(X) is sufficient for underlying parameter θ precisely if the conditional probability distribution of the data X, given the statistic t = T(X), does not depend on the parameter θ.
Alternatively, one can say the statistic T(X) is sufficient for θ if, … See moreA sufficient statistic is minimal sufficient if it can be represented as a function of any other sufficient statistic. In other words, S(X) is minimal sufficient if and only if
1. S(X) … See moreSufficiency finds a useful application in the Rao–Blackwell theorem, which states that if g(X) is any kind of estimator of θ, then typically the See more
According to the Pitman–Koopman–Darmois theorem, among families of probability distributions whose domain does … See more
Wikipedia text under CC-BY-SA license a sufficient statistic. We say T is a sufficient statistic if the statistician who knows the value of T can do just as good a job of estimating the unknown parameter θ as the statistician who knows t.
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What is a sufficient statistic? - Mathematics Stack Exchange
A statistic is sufficient for $\theta$ if the conditional distribution of X given T does not depend on $ \theta $. You're right in that $\theta$ is not a random variable.
Lesson 24: Sufficient Statistics | STAT 415
In this lesson, we'll learn how to find statistics that summarize all of the information in a sample about the desired parameter. Such statistics are called sufficient statistics, and hence the …
Lesson 24: Sufficient Statistics
24.1 - Definition of Sufficiency | STAT 415 - Statistics …
The definition of sufficiency tells us that if the conditional distribution of \(X_1, X_2, \ldots, X_n\), given the statistic \(Y\), does not depend on \(p\), then \(Y\) is a sufficient statistic for \(p\).
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Sufficiency - University of California, Berkeley
Aug 29, 2023 · Sufficiency is a central concept in statistics that allows us to focus on the essential aspects of the data set while ignoring details that are irrelevant to the inference problem.
Sufficient statistic - Encyclopedia of Mathematics
Jun 6, 2020 · A sufficient statistic is known as minimal or necessary if it is a function of any other sufficient statistic. A necessary sufficient statistic realizes the utmost possible reduction of a …
Sufficient Statistics - bactra
Dec 8, 2024 · In statistical theory, a "statistic" is a well-behaved (i.e., "measurable") function of the data, which is what's actually used in calculations or inferences, rather than the full data set. …
Sufficient Statistics - SpringerLink
Jan 1, 2014 · A statistic T is called complete sufficient for θ if and only if (1) T is sufficient for θ and (2) T is complete. A complete sufficient statistic, if it exists, is also a minimal sufficient statistic. …
7.6: Sufficient, Complete and Ancillary Statistics
Apr 23, 2022 · A sufficient statistic contains all available information about the parameter; an ancillary statistic contains no information about the parameter. The following result, known as …
A statistic T is called a sufficient statistic for the parameter Θ (in the Bayesian sense) if, for every prior µ Θ , there exist versions of the posterior distributions µ Θ|X and µ Θ|T such that, for …
Sufficient statistics are many, even based on the same sample and for the same parameter (e.g., the ordered sample is such). A sufficient statistic ismin-imal if it is the function of any other …
How to prove something is a sufficient statistic? - Mathematics …
If you have $n$ random variables that are iid with density $\frac{1}{p}e^{-x/p}$, how do you show that the sum of the $x_i$'s is a sufficient statistic? Attempt: Take likelihood function and …
n, the statistic T, is called a sufficient statistic if equation (1) is a function of the values, t, of the statistic and does not depend on the value of the parameter θ. Thus, by the law of total …
probability - Understanding Sufficient statistic. - Mathematics …
Mar 12, 2015 · A sufficient statistic need not estimate anything. For example, if $X_1, \ldots, X_n$ are iid samples drawn from an exponential distribution with unknown mean $\theta$, then …
sufficient statistic - PlanetMath.org
Feb 10, 2018 · A statistic T = T (𝑿) of 𝑿 for the parameter θ is called a sufficient statistic, or a sufficient estimator, if the conditional probability distribution of 𝑿 given T (𝑿) = t is not a function …
definition of a sufficient statistic - Mathematics Stack Exchange
Oct 4, 2015 · The "normal" definition of a sufficient statistics is via independence of the pdf (conditional on the statistic) of the parameter θ. The Fisher-Neyman theorem gives a nice …
Six fun activities for kids at home celebrating Math and Statistics ...
1 day ago · Celebrating Math and Statistics Awareness Month at home is a great way to nurture critical thinking and confidence—skills that will benefit kids in school and beyond. So, grab a …
An example of sufficient statistic and how to understand it.
May 23, 2023 · The big picture is that, for a specific family of distribution, a sufficient statistic contains all the information about a corresponding parameter the observed data provides. …
FIGARO-E3: a high-resolution extended multi-regional input …
22 hours ago · Existing ‘official’ multi-regional input-output (MRIO) databases lack sufficient sectoral detail and extensions for calculating accurate environmental and social footprints. …
sufficient statistics - Why the idea of sufficiency even work ...
Jan 25, 2025 · It can be checked that $T = \mathbb{1}_{\{Red door \cup blue door\}}$ is a sufficient statistic. But if we assume $p$ to be something like $\frac{1}{1000}$ , the conditional …
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