Where can I find a proof of Pitman–Koopman–Darmois theorem? I have googled for quite some time. Strangely, many notes mention this theorem yet none of them present the proof.
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kjetil b halvorsen
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3x89g2
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https://stats.stackexchange.com/q/309089/119261 – StubbornAtom Jul 28 '20 at 21:25
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The proof is somewhat technical and can be found in its original form here:
On Distributions Admitting a Sufficient Statistic -- Koopman: http://yaroslavvb.com/papers/koopman-on.pdf
Alex R.
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