We have seen a number of theorems concerning sufficiency and related concepts for exponential families. Theorem 5.2.11
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a. The statistic (∑Xi, ∑Xi2) is sufficient, but not minimal sufficient, in the n(μ, μ) family.
b. The statistic ∑Xi2? is minimal sufficient in the n(μ, μ) family.
c. The statistic (∑Xi, ∑Xi2) is minimal sufficient in the n(μ, μ2) family.
d. The statistic (∑Xi, ∑Xi2) is minimal sufficient in the n(μ, σ2) family.
Distribution
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