A NOTE ON BAHADUR TRANSITIVITY
成果类型：
Article
署名作者：
GREENSHTEIN, E
署名单位：
Hebrew University of Jerusalem
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176349417
发表日期：
1993
页码：
2163-2167
关键词：
摘要：
Let X1, X2,... be a sequence of random variables, (X1,...,X(n)) approximately F(theta)n theta is-an-element-of 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)(X1,..., X(n)) without any loss in statistical performance. A simple criterion for transitivity is given in Theorem 1.