Sufficiency with order statistics
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What if we need to look for a sufficient statistic. We do the maths and we end up with a specific formule (with help of the factorization criterion) and we have the random variables X,i bounded; 0 < X,i < THETA.
Which can be written with order statistics as follows: 0 < X(1) =< X(n) < 0.
So why do we choose X(n) to be sufficient? Can all the other order statistic also be efficient? My book just picks X(n) as sufficient statistic without telling me about the others, which I think could also be sufficient.
order-statistics
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up vote
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down vote
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What if we need to look for a sufficient statistic. We do the maths and we end up with a specific formule (with help of the factorization criterion) and we have the random variables X,i bounded; 0 < X,i < THETA.
Which can be written with order statistics as follows: 0 < X(1) =< X(n) < 0.
So why do we choose X(n) to be sufficient? Can all the other order statistic also be efficient? My book just picks X(n) as sufficient statistic without telling me about the others, which I think could also be sufficient.
order-statistics
You need to tell us about the distribution, otherwise there's not much to say. I'm guessing that you intend these variables to be independently uniformly distributed over $[0,theta]$? Where it says "efficient", you probably also mean "sufficient". And please take a look at this tutorial and reference on how to typeset math on this site.
– joriki
Jul 18 at 4:32
Yes it is uniformly distributed. We did not discuss anything about efficiency.at college.
– Salim
Jul 18 at 17:24
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
What if we need to look for a sufficient statistic. We do the maths and we end up with a specific formule (with help of the factorization criterion) and we have the random variables X,i bounded; 0 < X,i < THETA.
Which can be written with order statistics as follows: 0 < X(1) =< X(n) < 0.
So why do we choose X(n) to be sufficient? Can all the other order statistic also be efficient? My book just picks X(n) as sufficient statistic without telling me about the others, which I think could also be sufficient.
order-statistics
What if we need to look for a sufficient statistic. We do the maths and we end up with a specific formule (with help of the factorization criterion) and we have the random variables X,i bounded; 0 < X,i < THETA.
Which can be written with order statistics as follows: 0 < X(1) =< X(n) < 0.
So why do we choose X(n) to be sufficient? Can all the other order statistic also be efficient? My book just picks X(n) as sufficient statistic without telling me about the others, which I think could also be sufficient.
order-statistics
asked Jul 18 at 3:10
Salim
161
161
You need to tell us about the distribution, otherwise there's not much to say. I'm guessing that you intend these variables to be independently uniformly distributed over $[0,theta]$? Where it says "efficient", you probably also mean "sufficient". And please take a look at this tutorial and reference on how to typeset math on this site.
– joriki
Jul 18 at 4:32
Yes it is uniformly distributed. We did not discuss anything about efficiency.at college.
– Salim
Jul 18 at 17:24
add a comment |Â
You need to tell us about the distribution, otherwise there's not much to say. I'm guessing that you intend these variables to be independently uniformly distributed over $[0,theta]$? Where it says "efficient", you probably also mean "sufficient". And please take a look at this tutorial and reference on how to typeset math on this site.
– joriki
Jul 18 at 4:32
Yes it is uniformly distributed. We did not discuss anything about efficiency.at college.
– Salim
Jul 18 at 17:24
You need to tell us about the distribution, otherwise there's not much to say. I'm guessing that you intend these variables to be independently uniformly distributed over $[0,theta]$? Where it says "efficient", you probably also mean "sufficient". And please take a look at this tutorial and reference on how to typeset math on this site.
– joriki
Jul 18 at 4:32
You need to tell us about the distribution, otherwise there's not much to say. I'm guessing that you intend these variables to be independently uniformly distributed over $[0,theta]$? Where it says "efficient", you probably also mean "sufficient". And please take a look at this tutorial and reference on how to typeset math on this site.
– joriki
Jul 18 at 4:32
Yes it is uniformly distributed. We did not discuss anything about efficiency.at college.
– Salim
Jul 18 at 17:24
Yes it is uniformly distributed. We did not discuss anything about efficiency.at college.
– Salim
Jul 18 at 17:24
add a comment |Â
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You need to tell us about the distribution, otherwise there's not much to say. I'm guessing that you intend these variables to be independently uniformly distributed over $[0,theta]$? Where it says "efficient", you probably also mean "sufficient". And please take a look at this tutorial and reference on how to typeset math on this site.
– joriki
Jul 18 at 4:32
Yes it is uniformly distributed. We did not discuss anything about efficiency.at college.
– Salim
Jul 18 at 17:24