Question: Suppose that Y1, Y2, . . . , Yn is a random sample from a probability density function in the (one-parameter) exponential family so that

Suppose that Y1, Y2, . . . , Yn is a random sample from a probability density function in the

(one-parameter) exponential family so that

f (y | ) =

$

a()b(y)e[c()d(y)], a y b,

0, elsewhere,

where a and b do not depend on . Show that

n

i=1 d(Yi ) is sufficient for .

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