Let X1, . . . , Xn be an i.i.d. sample from a Poisson

Chapter , Problem 68

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QUESTION:

Let \(X_{1}, \ldots, X_{n}\) be an i.i.d. sample from a Poisson distribution with mean \(\lambda\), and let \(T=\sum_{i=1}^{n} X_{i}\).

a. Show that the distribution of \(X_{1}, \ldots, X_{n}\) given T is independent of \(\lambda\), and conclude that T is sufficient for \(\lambda\).

b. Show that \(X_1\) is not sufficient.

c. Use Theorem A of Section 8.8.1 to show that T is sufficient. Identify the functions g and h of that theorem.

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QUESTION:

Let \(X_{1}, \ldots, X_{n}\) be an i.i.d. sample from a Poisson distribution with mean \(\lambda\), and let \(T=\sum_{i=1}^{n} X_{i}\).

a. Show that the distribution of \(X_{1}, \ldots, X_{n}\) given T is independent of \(\lambda\), and conclude that T is sufficient for \(\lambda\).

b. Show that \(X_1\) is not sufficient.

c. Use Theorem A of Section 8.8.1 to show that T is sufficient. Identify the functions g and h of that theorem.

ANSWER:

Step 1 of 3

Let  and the statistic is .We want to show that, distribution of  given  is independent of .

We have to write,

                   

Consider,

                    

Where  

                                    

Therefore,

                      

Where

It is does not dependent on the parameter . And we have to conclude that   is sufficient for parameter .

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