Question: Prove Theorem 6.2.10. Let X1,..., Xn be iid observations from a pdf or pmf f(x|θ) that belongs to an exponential family given by where θ

Prove Theorem 6.2.10.
Let X1,..., Xn be iid observations from a pdf or pmf f(x|θ) that belongs to an exponential family given by

f(z|0) = h(z)c(9) exp w(0)t.(x) i=1

where θ = (θ1, θ2, ... , θd), d ‰¤ k. Then

Prove Theorem 6.2.10. Let X1,..., Xn be iid observations from a

is a sufficient statistic for θ.

f(z|0) = h(z)c(9) exp w(0)t.(x) i=1

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