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Tagged with conditioning sufficient-statistics
4 questions
2
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Question about sufficiency
I learned in my (classical) statistics class that (if we have densities) $T(X)$ is sufficient iff $$f(x)= g(T(x))h(x)$$
I am reading "the Bayesian Choice" and there the factorization-lemma is quoted ...
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How does conditional expectation relate to sufficiency? [closed]
In what follows, I will disregard all "measure-theoretic niceties about conditioning on measure-zero sets", as my professor calls it. I just want to know if the following general idea, or ...
- 6,479
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Conditional independence conjecture
Suppose there are four random variables (events), $A$, $B$, $C$ and $X$. If we have $X\perp A|B$, saying $X$ and $A$ are conditional independent given $B$, then I want to ask that whether we have $X\...
- 425
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How to find conditional distribution for Rao-Blackwellizing an estimator?
Let's say I have an unbiased estimator $u(\underline x)$ for function $v(\theta)$ where $\theta$ is a parameter of the distribution of $x$, and $T(\underline x)$ which is a sufficient statistic for $\...
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