A Note on Bahadur's Transitivity

Greenshtein, Eitan

Ann. Statist., Tome 21 (1993) no. 1, p. 2163-2167 / Harvested from Project Euclid

Résumé

Let $X_1, X_2, \cdots$ be a sequence of random variables, $(X_1, \cdots, X_n) \sim F^n_\theta, \theta \in \Theta$. In a work by Bahadur it was shown that, for some sequential problems, an inference may be based on a sequence of sufficient and transitive statistics $S_n = S_n(X_1, \cdots, X_n)$ without any loss in statistical performance. A simple criterion for transitivity is given in Theorem 1.

Publié le : 1993-12-14
Classification: Sufficiency, transitivity, 62L10, 62B99

@article{1176349417,
     author = {Greenshtein, Eitan},
     title = {A Note on Bahadur's Transitivity},
     journal = {Ann. Statist.},
     volume = {21},
     number = {1},
     year = {1993},
     pages = { 2163-2167},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176349417}
}

Greenshtein, Eitan. A Note on Bahadur's Transitivity. Ann. Statist., Tome 21 (1993) no. 1, pp.  2163-2167. http://gdmltest.u-ga.fr/item/1176349417/