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C I Chang - One of the best experts on this subject based on the ideXlab platform.

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Senior Member - One of the best experts on this subject based on the ideXlab platform.

Hamburg Univ. Inst. Fuer Mathematische Stochastik - One of the best experts on this subject based on the ideXlab platform.

  • Minimal Sufficient Statistics in location-scale parameter models
    1999
    Co-Authors: Mattner L., Hamburg Univ. Inst. Fuer Mathematische Stochastik
    Abstract:

    Let f be a probability density on the real line, let n be any positive integer, and assume the condition (R) that log f is locally integrable with respect to Lebesgue measure. The either log f is almost everywhere equal to a polynomial of degree less than n, or the order Statistic of n independent and identically distributed observations from the location-scale parameter model generated by f is minimal Sufficient. It follows, subject to (R) and n#<=#3, that a Complete Sufficient Statistic exists in the normal case only. Also, for f with (R) infinitely divisible but not normal, the order Statistic is always minimal Sufficient for the corresponding location-scale parameter model. The proof of the main result uses a theorem on the harmonic analysis of translation and dilation invariant function spaces, attributable to K.O. Leland (1968) and L. Schwartz (1947). (orig.)Available from TIB Hannover: RR 9140(99-08) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEDEGerman

Lutz Mattner - One of the best experts on this subject based on the ideXlab platform.

  • Minimal Sufficient Statistics in Location-Scale Parameter Models
    Springer, 2000
    Co-Authors: Lutz Mattner
    Abstract:

    Let f be a probability density on the real line, let n be any positive integer, and assume the condition (R) that log f is locally integrable with respect to Lebesgue measure. Then either log f is almost everywhere equal to a polynomial of degree less than n, or the order Statistic of n independent and identically distributed observations from the location-scale parameter model generated by f is minimal Sufficient. It follows, subject to (R) and n 3, that a Complete Sufficient Statistic exists in the normal case only. Also, for f with (R) infinitely divisible but not normal, the order Statistic is always minimal Sufficient for the corresponding location-scale parameter model. The proof of the main result uses a theorem on the harmonic analysis of translation and dilation invariant function spaces, attributable to K.O. Leland (1968) and L. Schwartz (1947). 1 Introduction and main results 1.1 Aim. Perhaps the most natural first step in the analysis of a Statistical model consists in de..