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Sufficient statistics and intrinsic accuracy

Published online by Cambridge University Press:  24 October 2008

E. J. G. Pitman
E. J. G. Pitman
Affiliation:
University of Tasmania, Hobart, Tasmania
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Extract

It is proved that if there exists a sufficient statistic for the estimation of an unknown parameter of a population, the frequency function of the population must be of a certain type.

It is shown that some modification of previous theory of the intrinsic accuracy of statistics is necessary when the range of the population sampled is a function of the parameter to be estimated.

Finally, the theory is extended to sufficient sets of statistics, i.e. sets of statistics which together contain all the information provided by a sample about an unknown parameter.

Type
Research Article
Information
Mathematical Proceedings of the Cambridge Philosophical Society , Volume 32 , Issue 4 , December 1936 , pp. 567 - 579
Copyright
Copyright © Cambridge Philosophical Society 1936

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References

REFERENCES

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