Generalizations of Rao–Blackwell and Lehmann–Scheffé Theorems with Applications

Seyf Alemam, Hazhir Homei and Saralees Nadarajah ()
Additional contact information
Seyf Alemam: Department of Statistics, University of Tabriz, P.O. Box 51666-17766, Tabriz 51666-16471, Iran
Hazhir Homei: Department of Statistics, University of Tabriz, P.O. Box 51666-17766, Tabriz 51666-16471, Iran
Saralees Nadarajah: Department of Mathematics, University of Manchester, Manchester M13 9PL, UK

Mathematics, 2023, vol. 11, issue 19, 1-11

Abstract: Our aim in this paper is extending the applicability domain of the Rao–Blackwell theorem, our methodology is using conditional expectation and generalizing sufficient statistics, and one result is a generalization of the Lehmann–Scheffé theorem; as a conclusion, some problems that could not be solved by an earlier version of the Lehmann–Scheffé theorem become solvable by our new generalization.

Keywords: complete minimal sufficient statistic; incomplete minimal sufficient statistic; minimal sufficient statistic; Rao–Blackwell theorem; sufficient statistic (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.mdpi.com/2227-7390/11/19/4146/pdf (application/pdf)
https://www.mdpi.com/2227-7390/11/19/4146/ (text/html)

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:gam:jmathe:v:11:y:2023:i:19:p:4146-:d:1252107

Access Statistics for this article

Mathematics is currently edited by Ms. Emma He

More articles in Mathematics from MDPI
Bibliographic data for series maintained by MDPI Indexing Manager ().