Re: Minimal sufficient statistic

Thanks Karl. But Xi's are indeed normal with both mean and the
variance Theta. But I think our answers are correct. :-)

Wei

On Feb 8, 6:55 am, Karl Ove Hufthammer <Karl.Huftham...@xxxxxxxxxxx>
wrote:
Wei:

Let X1, ..., Xn be i.i.d. normal with both mean and variance Theta,
where Theta >0 is the unknown parameter. What is the minimal
sufficient statistic for Theta?

I got Sum(Xi ^2) as the minimal sufficient statistic for Theta. But
the answer seems to be the tradtional (X bar, S^2),

I get the same answer as you. Are you sure the question was not about
i.i.d. normals with mean and *standard deviation* theta?

--
Karl Ove Hufthammer


.

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