On the Existence of a Minimal Sufficient Subfield
Hasegawa, Minoru ; Perlman, Michael D.
Ann. Statist., Tome 2 (1974) no. 1, p. 1049-1055 / Harvested from Project Euclid
Let $(X, S)$ be a measurable space and $M$ a collection of probability measures on S. Pitcher (Pacific J. Math. (1965), pages 597-611) introduced a condition called compactness on the statistical structure $(X, S, M)$, more general than domination by a fixed $\sigma$-finite measure. Under this condition he gave a construction of a minimal sufficient subfield. In this paper a counterexample invalidating this construction is presented. We give a nonconstructive proof of the existence of a minimal sufficient subfield under a condition slightly weaker than compactness. The proof proceeds by considering the intersection of an uncountable collection of sufficient subfields, and relies on a martingale convergence theorem with directed index set, due to Krickeberg.
Publié le : 1974-09-14
Classification:  Minimal sufficient subfield,  dominated family,  discrete family,  compactness,  coherence,  intersection of sufficient subfields,  martingale,  62B05
@article{1176342826,
     author = {Hasegawa, Minoru and Perlman, Michael D.},
     title = {On the Existence of a Minimal Sufficient Subfield},
     journal = {Ann. Statist.},
     volume = {2},
     number = {1},
     year = {1974},
     pages = { 1049-1055},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342826}
}
Hasegawa, Minoru; Perlman, Michael D. On the Existence of a Minimal Sufficient Subfield. Ann. Statist., Tome 2 (1974) no. 1, pp.  1049-1055. http://gdmltest.u-ga.fr/item/1176342826/