Abstract
The classical concept of bounded completeness and its relation to sufficiency and ancillarity play a fundamental role in unbiased estimation, unbiased testing, and the validity of inference in the presence of nuisance parameters. In this short note, we provide a direct proof of a little-known result by Farrell (1962) on a characterization of bounded completeness based on an L-1 denseness property of the linear span of likelihood ratios. As an application, we show that an experiment with infinite-dimensional observation space is boundedly complete iff suitably chosen restricted sub experiments with finite dimensional observation spaces are.
| Original language | English |
|---|---|
| Number of pages | 8 |
| Journal | Sankhya Ser. A |
| DOIs | |
| Publication status | E-pub ahead of print - Sept 2023 |
Keywords
- Ancillarity
- Brownian motion
- Completeness
- Mazur's separating hyperplane theorem
- Sufficiency
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