Partially Complete Sufficient Statistics Are Jointly Complete
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Kagan, A. M., Y. Malinovsky, and L. Mattner. “Partially Complete Sufficient Statistics Are Jointly Complete.” Theory of Probability & Its Applications 59, no. 3 (January 2015): 359–74. https://doi.org/10.1137/S0040585X97T987223.
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© 2015, Society for Industrial and Applied Mathematics.
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Abstract
The theorem formulated in the title (surprisingly, the result has been overlooked for many years) complements the theory of sufficient statistics in the part related to Lehmann--Scheffé completeness. Two proofs of the main result are given: The first, analytical, follows Landers and Rogge [Scand. J. Statist., 3 (1976), p. 139], while the second, purely statistical, uses the theory of optimal unbiased estimation in a relatively little known version completed by Schmetterer and Strasser [Anz. Österreich. Akad. Wiss. Math.-Naturwiss. Kl., 1974, no. 6, pp. 59--66]. Connections to previous results are discussed and illustrative examples are presented.
