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Sufficiency and invariance
Authors:Steven F Arnold
Institution:The Pennsylvania State University, Department of Statistics, 206 Pond Lab, University Park, PA 16802, USA
Abstract:Suppose that a statistical decision problem is invariant under a group of transformations g?G. T (X) is equivariant if there exists g1 ? G1 such that T(g(X)) = g1(T((X)). We show that the minimal sufficient statistic is equivalent and that if T(X) is an equivariant sufficient statistics and d(X) is invariant under G, then d1(T) = Ed(X)∥T is invariant under G1.
Keywords:invariance  sufficiency
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