Title: Sufficient Statistics, Exponential Families, and Estimation
Abstract: A sufficient statistic is a function of the observed data X containing all the information that X holds about the model. A complete sufficient statistic is one that reduces the data the most, without losing any information. More importantly, according to Rao–Blackwell-, Lehmann–Scheffé-theorems, statistical inference procedures must be based on such statistics for purposes of efficiency or optimality.
Publication Year: 2016
Publication Date: 2016-01-01
Language: en
Type: book-chapter
Indexed In: ['crossref']
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