Information and sufficiency notes for understanding what a statistic preserves about a parameter.
Notes
| Area | Note | Status |
|---|---|---|
| Information | Fisher Information | draft |
| Sufficiency | Sufficiency | draft |
| Sufficiency | Neyman Factorization Theorem | draft |
Learning Use
- Use Fisher information to measure local parameter identifiability.
- Use sufficiency and factorization to reduce samples without losing parameter information.
- Prepare for UMVU construction and lower-bound arguments.