Minimal sufficiency

Definition taught in Exponential families and conjugacy, part of Bayesian statistics

Minimal sufficiency

Type Definition
Taught in Exponential families and conjugacy
Part Bayesian statistics
Questions using it 1

Sufficiency alone does not guarantee the greatest possible compression: the entire sample is trivially sufficient. A statistic T is minimal sufficient if it is a function of every other sufficient statistic.

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See also

Sufficient statistic · Statistic and estimator · Fisher–Neyman factorisation · Complete statistic · Ancillary statistic · Basu’s theorem · Natural exponential family · Translation to another common notation

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