Hostname: page-component-78c5997874-8bhkd Total loading time: 0 Render date: 2024-11-03T01:25:12.455Z Has data issue: false hasContentIssue false

A note on sufficient statistics and the exponential family

Published online by Cambridge University Press:  24 October 2008

G. M. Tallis
Affiliation:
Division of Mathematical Statistics, C.S.I.R.O., 60 King Street, Newtown, N.S.W. 2042, Australia

Extract

1. Introduction. The relationship between sufficient statistics and the exponential family was first investigated by Pitman (8) and Koopman (7). The treatments assumed a density function f(x; θ) which was at least differentiable with respect to both arguments.

Type
Research Article
Copyright
Copyright © Cambridge Philosophical Society 1971

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

(1)Aczél, J.Lectures on functional equations and their applications (New York; Academic Press, 1966).Google Scholar
(2)Banach, S.. Sur l'equation fonctionelle f(x + y) = f(x) + f(y). Fund. Math. 1 (1920), 123124.Google Scholar
(3)Brown, L.. Sufficient statistics in the case of independent random variables. Ann. Math. Statist. 35 (1964), 14561474.CrossRefGoogle Scholar
(4)Denny, J. L.. Sufficient conditions for a family of probabilities to be exponential. Proc. Nat. Acad. Sci. U.S.A. 57 (1967), 11841187.CrossRefGoogle ScholarPubMed
(5)Denny, J. L.. Note on a theorem of Dynkin on the dimension of sufficient statistics. Ann. Math. Statist. 40 (1969), 14741476.CrossRefGoogle Scholar
(6)Dynkin, E. B.. Necessary and sufficient statistics for a family of probability distributions. Select. Transl. Math. Statist. Prob. 1 (1961), 2341.Google Scholar
(7)Koopman, B. O.. On distributions admitting a sufficient statistic. Trans. Amer. Math. Soc. 39 (1936), 399.CrossRefGoogle Scholar
(8)Pitman, E. J. G.. Sufficient statistics and intrinsic accuracy. Proc. Cambridge Philos. Soc. 32 (1936), 567.Google Scholar