Sufficiency Principle

In statistics, a statistic is sufficient with respect to a statistical model and its associated unknown parameter if "no other statistic that can be calculated from the same sample provides any additional information as to the value of the parameter". {Fisher, 1922}

Notes on Sufficiency principle

Conditionality Principle

Informally, the conditionality principle can be taken as the claim that experiments which were not actually performed are statistically irrelevant.

Conditionality Principle: If E is any experiment having the form of a mixture of component experiments Eh, then for each outcome (Eh,xh) of E, [...] the evidential meaning of any outcome x of any mixture experiment E is the same as that of the corresponding outcome xh of the corresponding component experiment Eh, ignoring the over-all structure of the mixed experiment. {Birnbaum, 1962}

Likelihood Principle

Although the relevance of the proof to data analysis remains controversial among statisticians, many Bayesians and likelihoodists consider the likelihood principle foundational for statistical inference.

References

  • Fisher, R.A. (1922). "On the mathematical foundations of theoretical statistics". Philosophical Transactions of the Royal Society A 222: 309–368. doi:10.1098/rsta.1922.0009

🏷 Category=Statistics