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:

    “The most distinct and beautiful statement of any truth must take at last the mathematical form.”
    —Henry David Thoreau (1817–1862)

    “I’m beginning to think that the proper definition of “Man” is “an animal that writes letters.””
    —Lewis Carroll [Charles Lutwidge Dodgson] (1832–1898)