9
$\begingroup$

Where can I find a proof of Pitman–Koopman–Darmois theorem? I have googled for quite some time. Strangely, many notes mention this theorem yet none of them present the proof.

$\endgroup$
6
$\begingroup$

The proof is somewhat technical and can be found in its original form here:

On Distributions Admitting a Sufficient Statistic -- Koopman: http://yaroslavvb.com/papers/koopman-on.pdf

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.