Sufficient Statistic - Mathematical Definition

Mathematical Definition

A statistic T(X) is sufficient for underlying parameter θ precisely if the conditional probability distribution of the data X, given the statistic T(X), does not depend on the parameter θ, i.e.

or in shorthand

Read more about this topic:  Sufficient Statistic

Famous quotes containing the words mathematical and/or definition:

    It is by a mathematical point only that we are wise, as the sailor or the fugitive slave keeps the polestar in his eye; but that is sufficient guidance for all our life. We may not arrive at our port within a calculable period, but we would preserve the true course.
    Henry David Thoreau (1817–1862)

    Was man made stupid to see his own stupidity?
    Is God by definition indifferent, beyond us all?
    Is the eternal truth man’s fighting soul
    Wherein the Beast ravens in its own avidity?
    Richard Eberhart (b. 1904)