I have trouble finding the following sufficient statistics.
How do you do this?
$$X\sim \Gamma(\alpha, \beta)$$
$$f(x;\alpha, \beta)=\frac{e^{-x/\beta}x^{\alpha-1}}{\Gamma(\alpha)\beta^\alpha}$$
Question: Is $\log(X_1+X_2)$ a sufficient statistic for beta?
I am using the first way, conditional probability, but how to you plug it in and reduce? But there's a log in it.
I understand there are two ways to find it:
- Sufficiency principle: $$P(X_1=x_1, X_2=x_2,...X_n=x_n|T(X_1,...,X_n))$$ does not depend on $\theta$.
- Factorization theorem: $$P_\theta(x_1, x_2,...,x_n)=h(x_1, x_2,...x_n)g_\theta(T(x_1,x_2,...,x_n))$$ where $h$ only depends on the observation vector $(x_1,...x_n)$ and not $\theta$.