Application of the Radon-Nikodym theorem to the theory of sufficient statistics.¶
Halmos, P. R., & Savage, L. J. (1949). Application of the Radon-Nikodym theorem to the theory of sufficient statistics. Annals of Mathematical Statistics, 20(2), 225-241.
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Primes¶
- Aggregation
- Aggregation has the structural signature of a many-to-one mapping from a high-dimensional sample space to a lower-dimensional summary space, a form Halmos and Savage (1949) placed within measure theory through their factorization theorem for sufficient statistics.
This sourceMeasure-theoretic factorization theorem for sufficient statistics; directly supports the many-to-one-mapping-from-sample-space-to-summary-space structural-signature claim.
- Aggregation has the structural signature of a many-to-one mapping from a high-dimensional sample space to a lower-dimensional summary space, a form Halmos and Savage (1949) placed within measure theory through their factorization theorem for sufficient statistics.
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