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    Sufficiency and Order Statistics

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    Let Y1<Y2<...<Yn be the order statistics of a random sample of size n from the uniform distribution over the closed interval [-theta, theta ]
    having pdf f(x; theta ) = (1/2(theta))I[-theta , theta ](x).

    Argue that the mle of theta; equals theta;hat= max(-Y1, Yn).
    Demonstrate that the mle theta;hat is a sufficient statistic for theta;.
    Define at least two ancillary statistics for this distribution

    See attachment for better symbol representation.

    © BrainMass Inc. brainmass.com October 9, 2019, 4:38 pm ad1c9bdddf
    https://brainmass.com/statistics/statistical-theory/sufficiency-and-order-statistics-37771

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    Solution Summary

    This solution shows step-by-step calculations and brief explanations to determine the sufficient statistic for theta, ancillary statistics for the distribution and the equivalency of mle of theta.

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