Sufficiency and invariance (Q1063959)
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English | Sufficiency and invariance |
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Sufficiency and invariance (English)
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1985
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Suppose that a statistical decision problem is invariant under a group of transformations \(g\in G\). T(X) is equivariant if there exists \(g^*\in G^*\) such that \(T(g(X))=g^*(T(X))\). We show that the minimal sufficient statistic is equivariant and that if T(X) is an equivariant sufficient statistic and d(X) is invariant under G, then \(d^*(T)=Ed(X)| T\) is invariant under \(G^*\).
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invariance
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equivariant
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minimal sufficient statistic
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