Examples of a sufficient statistic II. Let X I , . . . , X
Chapter , Problem 13(choose chapter or problem)
Examples of a sufficient statistic II. Let X I , . . . , X n be i.i.d. normal random variables with mean J..l and variance a2 Show that: (a) If a2 is known, q(X) = El Xi is a sufficient statistic for J..l. (b) If J..l is known, q(X) = El (Xi - J..l)2 is a sufficient statistic for a2 (a) If both J..l and a2 are unknown, q(X) = (Ll Xi, El Xl) is a sufficient statistic for (J..l, a2) . Solution. Use the calculations in Example 9.4, and the factorization criterion.
Unfortunately, we don't have that question answered yet. But you can get it answered in just 5 hours by Logging in or Becoming a subscriber.
Becoming a subscriber
Or look for another answer