Sufficiency, Truncation and Selection
Tukey, John W.
Ann. Math. Statist., Tome 20 (1949) no. 4, p. 309-311 / Harvested from Project Euclid
The fact that the mean and variance were sufficient statistics for a univariate normal distribution truncated at a fixed point was known to Fisher by 1931 [2]. Hotelling [3] has recently observed the corresponding fact for the truncated multivariate normal distribution. It is the aim of this note to point out that these are special cases of a general result, namely: If a family of distributions admits a set of sufficient statistics, then the family obtained by truncation to a fixed set, or by fixed selection, also admits the SAME set of sufficient statistics.
Publié le : 1949-06-14
Classification: 
@article{1177730042,
     author = {Tukey, John W.},
     title = {Sufficiency, Truncation and Selection},
     journal = {Ann. Math. Statist.},
     volume = {20},
     number = {4},
     year = {1949},
     pages = { 309-311},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177730042}
}
Tukey, John W. Sufficiency, Truncation and Selection. Ann. Math. Statist., Tome 20 (1949) no. 4, pp.  309-311. http://gdmltest.u-ga.fr/item/1177730042/