a***n
发帖数: 40 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: alvin (al), 信区: Statistics
标 题: minimal sufficient statistic
发信站: BBS 未名空间站 (Fri Dec 22 12:01:53 2006)
for double exponential distribution, f(x)=exp{-|x|}/2, why the minimal
sufficient statistic is the order statistic, instead of (sum over |Xi|)??
Thanks. | g********5
发帖数: 62 | 2 since you already give the parameters of the distribution, there is no such
thing as minimal sufficient statistics here, if have to say one, then any
constant is.
I guess you misunderstand the problem itself.
Say, if X1..Xn are iid with density f(x)=exp{ - |x-mu|/beta} /(2*beta)
(In general, this is the density for double expontential distribution)
Then the minimal sufficient stat is the order stat. |
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