C3. Sufficiency

Topic: Exponential families and conjugacy · more questions on this topic
‹ Question 14 C4 ›

What is a sufficient statistic, using the conditional-distribution definition?

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Definitions/notation. A statistic T(X) is a function of the sample alone and is sufficient for \theta if the conditional distribution of X given T(X) does not depend on \theta. Thus, within the assumed model, the remaining sample details add no information about \theta once T(X) is known.