Notion of Sufficiency in Statistical Inference—Theory and Applications

In this chapter, we introduce the concept of ‘sufficiency’ at the foundational level. Most readers are likely to be already familiar with this concept. Our classroom teaching experience is that most students understand this concept rather mechanically, without any depth. We believe that a serious learner will take full advantage of the ways of introducing the concept, as was developed by Blackwell. This is in the domain of parametric inference. Our treatment, for the most part, is likely to be new to the readers. We fondly hope the readers will grasp the concept through a variety of illustrative examples.