Stability under products of sufficient, minimal sufficient and complete [sigma]-fields in the Bayesian case

J.E. Chacón, J. Montanero, A.G. Nogales and P. Pérez

Statistics & Probability Letters, 2007, vol. 77, issue 7, 710-716

Abstract: In this paper, we present some Bayesian results about the stability under products of the concepts of sufficiency, minimal sufficiency and completeness, extending frequentist results by Chacón et al. [2006. A note on minimal sufficiency. Statist. Sinica 16 (1), 7-14] and Landers and Rogge [1976. A note on completeness, Scand. J. Statist. 3, 139]. These results are used to throw some light on the study of the relationship between minimal sufficiency and invariance, a question that, in a classical setting, has been considered in the first of the former papers and in Hall et al. [1965. The relationship between sufficiency and invariance with applications in sequential analysis. Ann. Math. Statist. 36, 575-614].

Keywords: Minimal; sufficiency; Invariance; Completeness; Identification (search for similar items in EconPapers)
Date: 2007
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