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A complete statistic T (in some statistical model) is such that for all functions g, if E g(T)=0 for all parameter values, then g is identically zero.

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Gamma distribution: ratio of 2 CSS not containing $\beta$

Let $Y=X/\beta$. Then, $$f_Y(y)=f_X(y\beta)\beta=\frac{(y\beta)^{\alpha-1}e^{-(\beta y/\beta)}}{\Gamma(\alpha)\beta^\alpha}$$ $$=\frac{y^{\alpha-1}e^{-y}}{\Gamma(\alpha)}$$ Note that the distribution …
Michael Devin Smith's user avatar
2 votes
1 answer
145 views

Gamma distribution: ratio of 2 CSS not containing $\beta$

Let $X_1,...,X_n$ be iid and follow $Gamma(\alpha, \beta)$, where $$f(x,\alpha, \beta)=\frac{x^{\alpha-1}e^{-x/\beta}}{\Gamma(\alpha)\beta^\alpha}$$ I already showed that $\overline{X}$ and $X^*=\lef …
Michael Devin Smith's user avatar
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0 answers
50 views

Conditional distribution of complete sufficient statistics being ancillary of $\alpha$

Regarding the distribution and statistics as described here, I need to show that the conditional distribution of $\overline{X}$ given $X^*=x^*$ does not depend on $\alpha$. I remember my professor us …
Michael Devin Smith's user avatar