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Normal sample sum with known variance
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Mathematics
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Probability and statistics
Sufficient statistic
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Words: 34
For independent observations
X
i
∼
N
(
μ
,
σ
2
)
with known variance,
∑
i
X
i
is minimal sufficient for
μ
. Factorization proves sufficiency, while the likelihood ratio for two samples is independent of
μ
exactly when their sums agree.
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Sufficient statistic
Probability and statistics
Area of mathematics
Mathematics
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