In the entry Sufficient statistics, it is mentioned that we wished to work with a sufficient or minimal sufficient statistic T because such a statistic will summarize data, but preserve all “information” about an unknown parameter θ contained in the original data.

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Sufficient Statistical Information

  • Nitis Mukhopadhyay

摘要

In the entry Sufficient statistics, it is mentioned that we wished to work with a sufficient or minimal sufficient statistic T because such a statistic will summarize data, but preserve all “information” about an unknown parameter θ contained in the original data.