Sufficient statistics for $X_1,…,X_n \sim \mathrm{Weibull}(\lambda, 2)$ by definition

probability distributionsstatistical-inferencestatistics

I am trying to prove that the statistics
$$T(X) = \sum_{i=1}^n X_i^2$$
is sufficient for $\lambda$ where
$$X_1,\ldots,X_n \sim \mathrm{Weibull}(\lambda, 2)$$
or
$$f_X(x)=\frac{2x}{\lambda^2}e^{-(\frac{x}{\lambda})^2}, \quad 0\lt x$$
My understanding is that I must show that
$$f_{X|T(X)}(x_1,\ldots,x_n|T(X))$$
does not depend on $\lambda$.

This is the part that I am a little iffy so I would like to have someone to check my work.

The previous expression is equivalent to
$$\frac{f_{X,T(X)}}{f_{T(X)}}=\frac{L(\lambda)}{f_{T(X)}(x)}$$
The numerator is the likelihood function due to iid of the $X_i$s.

If I did the transformation of $Y = X^2$ correctly, I think that the pdf of $Y$ is
$$f_Y(y)=\frac{1}{\lambda^2} e^{-y/{\lambda^2}}$$
which I recognize as $Y \sim \exp(\lambda^2)$.

$T(X)=t$ is the sum of these $Y$s so $T(X) \sim \Gamma(n,\lambda^2)$, so the conditional pdf can be written as

$$\therefore = \frac{\left(\prod_{i=1}^nX_i \right) \left(\frac{2}{\lambda^2} \right)^n e^{-t/{\lambda^2}}}{\frac{1}{\Gamma(n)\lambda^{2n}}t^{n-1}e^{-t/{\lambda^2}}}$$

$$ = \frac{2^n \prod_{i=1}^n X_i}{[\Gamma(n)]^{-1}t^{n-1} }$$

which does not depend on $\lambda$.

Thus $T(X)$ is sufficient.

Am I on the right ball park?

Best Answer

It looks right and you can check it using the factorization criteria, i.e., $$ L(\lambda; X_1,...,X_n) = \lambda^{-2n} \exp\{-1/\lambda^2 \sum X_i^2\} \times2^n\prod X_i, $$ hence, as $g(\lambda; T(X) )=\lambda^{-2n} \exp\{-1/\lambda^2 \sum X_i^2\}$, thus $\sum X_i^2$ is the minimal sufficient statistic for $\lambda$.