Finding complete sufficient statistic

Let $$X_1 , ....,X_n$$ be iid. $$Uniform[-\theta,\theta]$$. I need to find the complete sufficient statistic for $$\theta$$ or prove there does not exist such.

I know that $$T=(X_{(1)}, X_{(n)} )$$ is a sufficient statistic for $$\theta$$ but it is not a complete sufficient statistic.

I want to prove it. So first I tried to use the Basu's theorem . But in this case $$R = X_{(n)} -X_{(1)},$$ is not a ancillary statistic.

So I tried prove using the definition of the complete sufficient statistic.

Here I have attached my work so far. But by doing like this , seems like that I am going to prove that $$T$$ is a complete sufficient statistic.

So can someone help to figure it out what I did incorrectly ?

• Since $T$ is a two-dimensional statistic, the expected value will need to be a double integral for arbitrary $g(T)$. – knrumsey May 18 '18 at 0:40
• is it necessary ? because i found the joint distribution of $X_{(1)}$ and $X_{(n)}$. – Sam88 May 18 '18 at 0:42
• Yes it is still necessary. By defintion, $E(g(X,Y)) = \int_x \int_y g(x,y)f(x,y)dx \ dy$ where $f(x,y)$ is the joint distribution. That's where you're going wrong. – knrumsey May 18 '18 at 0:44
• Since $\theta$ is a scale parameter, you need to find a function of $(X_{(1)},X_{(n)})$ that is scale free... – Xi'an Oct 12 '18 at 18:07
• For instance, $X_{(1)}/X_{(n)}$! – Xi'an Oct 12 '18 at 18:08

Recall:

Definition: A statistic $T$ is complete for $\theta$ if $$E(g(T)) = 0, \ \text{ for all \theta} \quad \Rightarrow \quad P(g(T) = 0) = 1, \ \text{ for all \theta}$$

The part about $P(g(T) = 0) = 1$ basically says that the function $g$ is trivially $0$ everywhere (except possibly on a set of measure 0).

So... If you want to prove that $T$ is NOT complete, you can try to find a non-trivial function $g(T)$ for which $E(g(T)) = 0$ for all values of $\theta$.

Hint: Can you find $E(X_{(1)})$ and $E(X_{(n)})$? Start with that, and then try looking at linear combinations of the sufficient order statistics.

• This is what i exactly tried to do. But somehow i am not getting the desired answer. (please check the solution that i attached). So i am trying to figuring out that. – Sam88 May 18 '18 at 0:40
• See my comment above. In this case, you can use $g(T)$ which is just a linear combination of the min and max. This saves you from having to integrate. – knrumsey May 18 '18 at 0:42
• You are suggesting the about finding an ancillary statistic isnt it ? – Sam88 May 18 '18 at 0:48
• @knrumsey $E(X_1)=\frac{\theta}{n+1}$ , $E(X_n)=\frac{n\theta}{n+1}$ now how do I proceed I don't get it you said comput these values but how does that help in $E(g(X,Y)) = \int_x \int_y g(x,y)f(x,y)dx \ dy$ how do I use them here ? – Ronald Oct 12 '18 at 17:09
• @knrumsey $E((-n)g(x)X_1)+E(g(x)X_n)=0$ This makes it valid to say it's not complete isn't it ? – Ronald Oct 12 '18 at 17:22