A Note on a Theorem of Dynkin on Necessary and Sufficient Statistics
Canadian mathematical bulletin, Tome 12 (1969) no. 3, pp. 347-351
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In his paper "Necessary and sufficient statistics for a family of probability distributions", Dynkin (1951) establishes the important concept of rank for such a family with this conclusion: "If the rank is infinite, then the family has no non-trivial sufficient statistic in any size of sample." His concept of rank is based on a theorem, Theorem 2 described below, which has been pointed out by Brown (1964) to be invalid under its hypotheses. This note shows that Dynkin's Theorem 2 remains valid under its original hypotheses provided that the set (in Dynkin's notation) Δ - S is countable.
Tan, Peter. A Note on a Theorem of Dynkin on Necessary and Sufficient Statistics. Canadian mathematical bulletin, Tome 12 (1969) no. 3, pp. 347-351. doi: 10.4153/CMB-1969-046-5
@article{10_4153_CMB_1969_046_5,
author = {Tan, Peter},
title = {A {Note} on a {Theorem} of {Dynkin} on {Necessary} and {Sufficient} {Statistics}},
journal = {Canadian mathematical bulletin},
pages = {347--351},
year = {1969},
volume = {12},
number = {3},
doi = {10.4153/CMB-1969-046-5},
url = {http://geodesic.mathdoc.fr/articles/10.4153/CMB-1969-046-5/}
}
TY - JOUR AU - Tan, Peter TI - A Note on a Theorem of Dynkin on Necessary and Sufficient Statistics JO - Canadian mathematical bulletin PY - 1969 SP - 347 EP - 351 VL - 12 IS - 3 UR - http://geodesic.mathdoc.fr/articles/10.4153/CMB-1969-046-5/ DO - 10.4153/CMB-1969-046-5 ID - 10_4153_CMB_1969_046_5 ER -
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