Sufficiency and invariance |
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Authors: | Steven F Arnold |
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Institution: | The Pennsylvania State University, Department of Statistics, 206 Pond Lab, University Park, PA 16802, USA |
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Abstract: | Suppose that a statistical decision problem is invariant under a group of transformations g?G. T (X) is equivariant if there exists such that . 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 is invariant under . |
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Keywords: | invariance sufficiency |
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