Solved – How to show that a sufficient statistic is NOT minimal sufficient

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My homework problem is to give a counterexample where a certain statistic is not in general minimal sufficient. Irrespective of the details of finding a particular counterexample for this particular statistic, this raises the following question for me:

Question: How can one formulate the condition of not being a minimal sufficient statistic in a way that is possible to prove that a sufficient statistic satisfies the condition?

Work so far: The definition of minimal sufficient statistic in my textbook (Keener, Theoretical Statistics: Topics for a Core Course) is as follows:

  • A statistic $T$ is minimal sufficient iff $T$ is sufficient and, for every sufficient statistic $\tilde{T}$ there exists a function $f$ such that $T = f(\tilde{T})$ a.e. $\mathcal{P}$.

Note that (a.e. $\mathcal{P}$) means that the set where equality fails is a null set for every probability distribution $P$ in the statistical model $\mathcal{P}$, $P \in \mathcal{P}$.

Trying to negate this, I arrive at:

  • A statistic $T$ is not minimal sufficient iff at least one of the following holds:
    1. $T$ is not sufficient.
    2. There exists at least one sufficient statistic $\tilde{T}$ for which there is no function $f$ such that $T = f(\tilde{T})$ a.e. $\mathcal{P}$.

So if a statistic is sufficient, then it seems like it would be extremely difficult to show that it is not minimal sufficient, even if it is not minimal sufficient. (Because one would have to show 2. instead of 1., since 1. is false — but 2. would be very difficult to show because, even if one has a counterexample statistic $\tilde{T}$ in mind, one still has to show the non-existence of any function with that property. And non-existence is often difficult to show.)

My textbook does not give any equivalent (i.e. necessary and sufficient) conditions for a statistic to be a minimal sufficient statistic. It does not even give any alternative necessary conditions for a statistic to be minimal sufficient statistic (besides being a sufficient statistic).

Therefore, for my homework problem, if I can't show that the statistic is not sufficient (because it is), then how could I ever possibly show that it is not minimal sufficient?

Best Answer

As you stated:

If there exist $x1,x2∈X$ such that $f(x1)=f(x2)$ but $g(x1)≠g(x2)$, then $g$ can not be written as a function of $f$, i.e. there exists no function $h$ with $g=h∘f$.

So, for example, in the case where $X_1, ...., X_n$ are independent Bernoulli random variables. We can prove that $(x_1, ...., x_n)$ is not minimally sufficient by showing that it is not a function of $\sum x_i$. This is obvious, since the function must map $1$ to both $(1,0,0...,0,0,0)$ and $(0,0,0...,0,0,1)$.

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