[Math] Find a sufficient statistic for $σ^2$ with $μ$ known, where $X_i$ is a random sample from $N(μ,σ^2)$

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Find a sufficient statistic for $σ^2$ with $μ$ known, where $X_i$ is a random sample from $N(μ,σ^2)$

I was able to find a sufficient statistic for $μ$ with $σ^2$ known, but I'm stuck on finding one for $σ^2$ when $μ$ is known. Can anyone give me some help?

I was using the factorization method before, is this the best way?

Best Answer

Hint:

$$f(x_1,\dots,x_n|\sigma^2)=\left(\frac{1}{\sqrt{2\pi\sigma^2}}\right)^ne^{-\frac{1}{2\sigma^2}\sum_{i=1}^n(x_i-\mu)^2}$$

So if you let

$$T(X_1,\dots,X_n)=\sum_{i=1}^n(x_i-\mu)^2$$

could you use the factorization theorem to conclude $T$ is sufficient?