A sufficiency paradox: An insufficient statistic preserving the fisher information

American Statistician

Volumn 59, Issue 1, 2005, Pages 54-56

  Kagan, Abram ^a   Shepp, Lawrence A ^b  

^a University of Maryland   (United States)

^b RUTGERS UNIVERSITY   (United States)

Author keywords

Convexity; Regularity; Statistical experiment

Indexed keywords

EID: 13544277656     PISSN: 00031305     EISSN: None     Source Type: Journal    
DOI: 10.1198/000313005X21041     Document Type: Article

References (8)

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2. Bahadur, R. R. (1955), "A Characterization of Sufficiency," Annals of Mathematical Statistics, 26, 286-293.
3. Huber, P. J. (1981), Robust Statistics, New York: Wiley.
4. Ibragimov, I., and Has'minskii, R. (1981), Statistical Estimation: Asymptotic Theory, New York: Springer.
5. Kagan, A. (2003), "Statistical Approach to Some Mathematical Problems," Austrian Journal of Statistics, 32, 71-83.
6. Kagan, A. M., Linnik, Yu. V., and Rao, C. R. (1973), Characterization Problems in Mathematical Statistics, New York: Wiley.
7. Lehmann, E. L. (1986), Testing Statistical Hypotheses (2nd. ed.), New York: Springer.
8. Witting, H. (1985), Mathematische Statistik I, Teubner.