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Sufficiency of statistics

  1. May 2, 2009 #1
    Can anyone give me an example of when a statistic is insufficient, using the factorization theorem, if possible?

    Thanks.
     
  2. jcsd
  3. May 18, 2009 #2
    You need to remember that sufficiency is defined with respect to a parameter and a sample. "The average of the first three observations out of a sample of N>3 observations" is clearly insufficient for calculating the overall mean from the same sample.
     
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