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Probability & Statistical Inference · Statistical Inference & Estimation

Statistical Inference — Sufficiency and Data Reduction

Public introduction · full guide in Eikos

Introduction

What this guide covers

Introduction introduction

Overview

Topics covered

  • Introduction
  • Sufficiency and data reduction
  • The principle of data reduction
  • A statistic is a partition of the sample space
  • What is lost and what is not
  • Sufficient statistics

Related concepts

Main connections

  • Maximum likelihood estimation
  • Variance & standard deviation
  • Poisson distribution
  • Conditional probability & independence
  • Binomial distribution
  • Calculus & differentiation

Compatible notation

Mathematical sample in LaTeX

The expression is rendered accessibly, with its LaTeX source preserved below.

At={x∈𝒳:T(x)=t},t∈𝒯,
View LaTeX sourceA_t=\{x\in\mathcal{X}:T(x)=t\},\qquad t\in\mathcal{T},