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On bounded completeness and the L1-denseness of likelihood ratios

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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 languageEnglish
Number of pages8
JournalSankhya Ser. A
DOIs
Publication statusE-pub ahead of print - Sept 2023

Keywords

  • Ancillarity
  • Brownian motion
  • Completeness
  • Mazur's separating hyperplane theorem
  • Sufficiency

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