2

In my textbook, I have this example which says

$X\sim U(0,\theta)$ we show that the family of PDFs of X is complete. We need to show that $E(g(x))=\int_{0}^{\theta}\frac{1}{\theta}g(x)dx=0\ \ \ \ \ \forall \ \ \ \theta>0$

iff $g(x)=0 $ for al $x$. They applied lebnitz integral rule(differentiation under integral sign) and got $g(\theta)=0$

But we had to prove $g(x)=0$ isn't it? How does $g(\theta)=0 $ makes it a complete sufficient statistic?

Daman
  • 147
  • 7
  • @Xi'an It's not available online but here's [screenshot](http://prntscr.com/l5dxkb) of that portion. Book name is Rohtagi (An introduction to probability and statistics).I have pdf though. – Daman Oct 12 '18 at 17:51
  • @Xi'an So are we saying that $g(x)=g(\theta)$? I am not getting it. – Daman Oct 12 '18 at 17:52
  • @Xi'an Oh, I see I considered $\theta$ as constant I 'don't know why.Thanks ! – Daman Oct 12 '18 at 17:59
  • @Xi'an could you help me out in [this](https://stats.stackexchange.com/questions/346883/finding-complete-sufficient-statistic) question? I have commented on knrumsey's answer I was thinking if I can get a quick response on that? Could you please see and tell me about my approach on how to calculate it? – Daman Oct 12 '18 at 18:03
  • I added an example of a non-complete transform as a comment. – Xi'an Oct 12 '18 at 18:11
  • @Ronald: That other Q about counts: You shouldn't delete it, deletions here are soft so it can be undeleted. It would be better to add all extra info in comments to the Q as an edit. But hopefully some of the links helped you? Also, ot woulb be better to describe your original problem and ask for ideas, than describe one solution and ask about why it does not work --- the [XY problem](https://en.wikipedia.org/wiki/XY_problem). – kjetil b halvorsen Jul 22 '20 at 15:47

1 Answers1

1

Using either $θ$ or $x$ as a dummy variable of the function $g$ does not make a difference. That is, using the notation $g(x)$ or the notation $g(θ)$ does not change the definition of $g$. Hence proving that $$g(x)=0\qquad\qquad ∀x$$ is exactly the same as proving that $$g(θ)=0\qquad\qquad ∀θ$$

Xi'an
  • 90,397
  • 9
  • 157
  • 575