Sufficient Statistic
a function 𝑓(𝐷 = {𝑋1, ..., 𝑋𝑛}) is a sufficient statistic is a type of statistic where the following cases are satisfied:
- 𝑓 is a function that maps instances 𝐷 = {𝑋1, ..., 𝑋𝑛} → vector ℝ𝑘
- for any 2 datasets: 𝐷 and 𝐷', and any 𝜃∊𝚯 we have:
- 𝑓(𝐷) = 𝑓(𝐷') ⇒ 𝐿(𝜃|𝐷) = 𝐿(𝜃|𝐷')
Sufficient Statistic - Example
Given:
- data 𝐷 = {𝑋1, ..., 𝑋𝑛} where each 𝑋𝑖 is sampled from a Bernoulli Distribution
The possible examples of sufficient statistics 𝑓(𝐷) for the likelihood of Bernoulli Distribution are:
- one that outputs the number of 1's in the data 𝐷
- one that outputs the number of 0's in the data 𝐷
, multiple selections available,