Let be a parameter, and let X be discrete with p.f. fn(x|) conditional on . Let

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Let θ be a parameter, and let X be discrete with p.f. fn(x|θ) conditional on θ. Let T = r(X) be a statistic. Prove that T is sufficient if and only if, for every t and every x such that t = r(x), the likelihood function from observing T = t is proportional to the likelihood function from observing X = x.
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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