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Zapiski Nauchnykh Seminarov LOMI, 1984, Volume 136, Pages 27–47
(Mi znsl4771)
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On sufficient statistics for families of distribution with variable support
M. S. Ermakov
Abstract:
Let $X_1,\dots,X_n$ be independent random vectors with density of distribution $f(x-\theta)$, where
$$
f(x-\theta)=\exp\{\sum_{i=1}^lc_i(\theta)f_i(x)+r(x-\theta)\}h(x)c_0(\theta),
$$
if $x\in H+\theta$, and $f(x-\theta)=0$ if $x\bar\in H+\theta$. It is supposed, that function $r$ is constant on some open sets $H_1,\dots,H_k$ and $H=\bigcup_{i=1}^kH_i$. This condition gives possibility function $f$ to have discontinuities into support. Sufficient statistics are considered in that situation.
Citation:
M. S. Ermakov, “On sufficient statistics for families of distribution with variable support”, Studies in mathematical statistics. Part VI, Zap. Nauchn. Sem. LOMI, 136, "Nauka", Leningrad. Otdel., Leningrad, 1984, 27–47
Linking options:
https://www.mathnet.ru/eng/znsl4771 https://www.mathnet.ru/eng/znsl/v136/p27
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Abstract page: | 95 | Full-text PDF : | 36 |
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