Sufficiency and invariance

Steven F. Arnold

Statistics & Probability Letters, 1985, vol. 3, issue 5, 275-279

Abstract: Suppose that a statistical decision problem is invariant under a group of transformations g [epsilon] G. T (X) is equivariant if there exists g* [epsilon] G* such that T(g(X)) = g*(T((X)). We show that the minimal sufficient statistic is equivalent and that if T(X) is an equivariant sufficient statistics and d(X) is invariant under G, then d*(T) = Ed(X)[short parallel]T is invariant under G*.

Keywords: invariance; sufficiency (search for similar items in EconPapers)
Date: 1985
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(85)90044-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:3:y:1985:i:5:p:275-279

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().