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Completeness conditions for sufficient statistics in shift families and unification of estimation procedures

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Abstract

We show that the consideration of algebraic properties of exponential shift families allows one to simplify and unify the procedures of determination of the distribution of a sufficient statistic. We also present a new method for the estimation of a density function based on the determination of the distribution of a sufficient statistic.

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Reported at the XVI Seminar on Stability Problems for Stochastic Models, Eger, Hungary, 29 August – 3 September 1994. Received by the Editorial Board 1 December, 1994.

Proceedings of the XVII Seminar on Stability Problems for Stochastic Models, Kazan, Russian, 1995, Part II.

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Sapozhnikov, P.N. Completeness conditions for sufficient statistics in shift families and unification of estimation procedures. J Math Sci 83, 427–433 (1997). https://doi.org/10.1007/BF02400928

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