Example) I have no idea where I found this example, Sorry!
Let X_{1},...,X{n} be a random sample from a distribution with the following density function. f(x|\theta)= \frac {2x}{\theta}\exp (\frac{-x^2}{\theta}), x>0 Show that \sum_{i=1}^{n}X_{i}^2 is a sufficient statistic for \theta
\triangleright Think First!
We can use likelihood L(\theta) is a joint density of the sample!
\triangleright Solution
L(x_{1},...,x_{n}|\theta) = \frac {2x_{1}}{\theta}\exp (\frac{-x_{1}^2}{\theta})\cdots \frac {2x_{n}}{\theta}\exp (\frac{-x_{n}^2}{\theta})= \frac{2^n}{\theta^n} \cdot \prod x_{i}\exp \frac{-\sum x_{i}^2}{\theta}
Let g(\sum x_{i}^2, \theta)=\frac{2^n}{\theta^n} \exp \frac{-\sum x_{i}^2}{\theta}, where g is the function of \sum x_{i}^2 and \theta.
Also let h(x_{1},...,x_{n}) = \prod_{x_{i}}
We have L(x_{1},...,x_{n}|\theta) = g(\sum x_{i}^2, \theta)\cdot h(x_{1},...,x_{n})
\therefore \sum x_{i}^2 is sufficient statistic for \theta
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