Transcription of 1 Sufficient statistics
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1 Sufficient statisticsAstatisticis a functionT=r(X1, X2, , Xn) of the random sampleX1, X2, , are Xn=1nn i=1Xi,(the sample mean)s2= =1n 1n i=1(Xi Xn)2,(the sample variance)T1= max{X1, X2, , Xn}T2= 5(1)The last statistic is a bit strange (it completely igonores the random sample),but it is still a statistic. We say a statisticTis an estimator of a populationparameter ifTis usually close to . The sample mean is an estimator forthe population mean; the sample variance is an estimator for the , there are lots of functions ofX1, X2, , Xnand so lots ofstatistics.
1 Sufficient statistics AstatisticisafunctionT = r(X1,X2,···,Xn)oftherandomsampleX1,X2,···,Xn. Examples are X¯ n = 1 n Xn i=1 Xi, (the sample mean) s2 = = 1 n−1 Xn i=1 (Xi −X¯n)2, (the sample variance)T1 = max{X1,X2,···,Xn} T2 = 5 (1) The last statistic is a bit strange (it completely igonores the random sample), but it is still a statistic.
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