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:

    As we speak of poetical beauty, so ought we to speak of mathematical beauty and medical beauty. But we do not do so; and that reason is that we know well what is the object of mathematics, and that it consists in proofs, and what is the object of medicine, and that it consists in healing. But we do not know in what grace consists, which is the object of poetry.
    Blaise Pascal (1623–1662)

    The very definition of the real becomes: that of which it is possible to give an equivalent reproduction.... The real is not only what can be reproduced, but that which is always already reproduced. The hyperreal.
    Jean Baudrillard (b. 1929)