Show that T is a sufficient statistic (not iid sample)

Asked Sep 07 '21 at 15:38

Active Sep 07 '21 at 15:38

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I am a bit confused with this exercise, since I never worked with samples of this type. I would appreciate if you can help me. The exercise is as follows:

Let {Xi} ~ N(iθ, 1) for i = 1, .... , n be an independent, but not identically distributed sample. Check that T = ΣiXi it is a sufficient statistic for θ.

Thanks!

asked Sep 07 '21 at 15:38

John

Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking. – Community Sep 07 '21 at 15:39
Do not repost please. – StubbornAtom Sep 07 '21 at 18:34

Show that T is a sufficient statistic (not iid sample)

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