Let be a parameter with parameter space equal to an interval of real numbers (possibly

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Let θ be a parameter with parameter space Ω equal to an interval of real numbers (possibly unbounded). Let X have p.d.f. or p.f. fn(x|θ) conditional on θ. Let T = r(X) be a statistic. Assume that T is sufficient. Prove that, for every possible prior p.d.f. for θ, the posterior p.d.f. of θ given X = x depends on x only through r(x).
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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