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In [[statistics]], '''Basu's theorem''' states that any [[completeness (statistics)|boundedly complete]] [[sufficient statistic]] is [[statistical independence|independent]] of any [[ancillary statistic]]. This is a 1955 result of [[Debabrata Basu]].<ref>Basu (1955)</ref>
 
It is often used in statistics as a tool to prove independence of two statistics, by first demonstrating one is complete sufficient and the other is ancillary, then appealing to the theorem.{{Citation needed|date=December 2009}} An example of this is to show that the sample mean and sample variance of a normal distribution are independent statistics, which is done in the Examples section below. This property (independent of sample mean and sample variance) characterizes normal distributions.
 
== Statement ==
Let ''P<sub>θ</sub>'' be a family of distributions on a [[measurable space]] (''X, Σ''). Then if ''T'' is a boundedly complete sufficient statistic for ''θ'', and ''A'' is ancillary to ''θ'', then ''T'' is independent of ''A''.
 
=== Proof ===
Let ''P<sub>θ</sub><sup>T</sup>'' and ''P<sub>θ</sub><sup>A</sup>'' be the [[marginal distribution]]s of ''T'' and ''A'' respectively.
 
:<math>P_\theta^A(B) = P_\theta (A^{-1} B) = \int_{T(X)} P_\theta(A^{-1}B | T=t) \  P_\theta^T (dt) \,</math>
 
The ''P<sub>θ</sub><sup>A</sup>'' does not depend on ''θ'' because ''A'' is ancillary. Likewise, ''P<sub>θ</sub>''(·|''T&nbsp;=&nbsp;t'') does not depend on ''θ'' because ''T'' is sufficient. Therefore:
 
:<math> \int_{T(X)} \big[ P(A^{-1}B | T=t) - P^A(B)  \big] \ P_\theta^T (dt) = 0 \,</math>
 
Note the integrand (the function inside the intergal) is a function of ''t'' and not ''θ''. Therefore, since ''T'' is boundedly complete:
 
:<math>P(A^{-1}B | T=t) = P^A(B) \quad \text{for all }t\,</math>
 
Therefore, ''A'' is independent of ''T''.
 
==Example==
 
===Independence of sample mean and sample variance of a normal distribution===
Let ''X''<sub>1</sub>, ''X''<sub>2</sub>, ..., ''X''<sub>''n''</sub> be [[Independent and identically-distributed random variables|independent, identically distributed]] [[Normal distribution|normal]] [[random variable]]s with [[mean]] ''μ'' and [[variance]] ''σ''<sup>2</sup>.
 
Then with respect to the parameter ''μ'', one can show that
 
:<math>\widehat{\mu}=\frac{\sum X_i}{n},\,</math>
 
the sample mean, is a complete sufficient statistic – it is all the information one can derive to estimate ''μ,'' and no more – and
 
:<math>\widehat{\sigma}^2=\frac{\sum \left(X_i-\bar{X}\right)^2}{n-1},\,</math>
 
the sample variance, is an ancillary statistic – its distribution does not depend on ''μ.''
 
Therefore, from Basu's theorem it follows that these statistics are independent.
 
This independence result can also be proven by [[Cochran's theorem]].
 
Further, this property (that the sample mean and sample variance of the normal distribution are independent) ''[[characterization (mathematics)|characterizes]]'' the normal distribution – no other distribution has this property.<ref>{{cite journal
|doi=10.2307/2983669
|first=R.C. |last=Geary |authorlink=Roy C. Geary
|year=1936
|title=The Distribution of the "Student's" Ratio for the Non-Normal Samples
|journal=Supplement to the Journal of the Royal Statistical Society
|volume=3 |issue=2 |pages=178–184
|jfm=63.1090.03
|jstor=2983669
}}</ref>
 
==Notes==
{{Reflist}}
{{More footnotes|date=December 2009}}
 
==References==
* {{cite journal
|last=Basu |first=D. |authorlink=Debabrata Basu
|title=On Statistics Independent of a Complete Sufficient Statistic
|journal= [[Sankhya (journal)|Sankhyā]]
|volume=15 |issue=4 |year=1955 |pages=377–380
|mr=74745
|zbl=0068.13401
|jstor=25048259
}}
* Mukhopadhyay, Nitis (2000). ''Probability and Statistical Inference''. Statistics: A Series of Textbooks and Monographs. '''162'''. Florida: CRC Press USA. ISBN 0-8247-0379-0.
* {{cite journal |doi=10.2307/2685927 |last=Boos |first=Dennis D.|coauthors=Oliver, Jacqueline M. Hughes |year=Aug |month=1998 |title=Applications of Basu's Theorem  |journal=[[The American Statistician]] |volume=52 |issue=3 |pages=218–221 |publisher=[[American Statistical Association]] |location=Boston |mr=1650407 |jstor=2685927}}
* {{cite journal|authorlink=Malay Ghosh|title=Basu's Theorem with Applications: A Personalistic Review|
first=Malay|last=Ghosh | journal=Sankhyā: the Indian Journal of Statistics, Series A|volume=64|number=3|date=October 2002|pages=509–531 | mr=1985397 |jstor=25051412}}
 
{{Statistics|state=collapsed}}
 
[[Category:Statistical theorems]]
[[Category:Statistical inference]]
[[Category:Articles containing proofs]]

Revision as of 00:22, 28 May 2013

In statistics, Basu's theorem states that any boundedly complete sufficient statistic is independent of any ancillary statistic. This is a 1955 result of Debabrata Basu.[1]

It is often used in statistics as a tool to prove independence of two statistics, by first demonstrating one is complete sufficient and the other is ancillary, then appealing to the theorem.Potter or Ceramic Artist Truman Bedell from Rexton, has interests which include ceramics, best property developers in singapore developers in singapore and scrabble. Was especially enthused after visiting Alejandro de Humboldt National Park. An example of this is to show that the sample mean and sample variance of a normal distribution are independent statistics, which is done in the Examples section below. This property (independent of sample mean and sample variance) characterizes normal distributions.

Statement

Let Pθ be a family of distributions on a measurable space (X, Σ). Then if T is a boundedly complete sufficient statistic for θ, and A is ancillary to θ, then T is independent of A.

Proof

Let PθT and PθA be the marginal distributions of T and A respectively.

PθA(B)=Pθ(A1B)=T(X)Pθ(A1B|T=t)PθT(dt)

The PθA does not depend on θ because A is ancillary. Likewise, Pθ(·|T = t) does not depend on θ because T is sufficient. Therefore:

T(X)[P(A1B|T=t)PA(B)]PθT(dt)=0

Note the integrand (the function inside the intergal) is a function of t and not θ. Therefore, since T is boundedly complete:

P(A1B|T=t)=PA(B)for all t

Therefore, A is independent of T.

Example

Independence of sample mean and sample variance of a normal distribution

Let X1, X2, ..., Xn be independent, identically distributed normal random variables with mean μ and variance σ2.

Then with respect to the parameter μ, one can show that

μ^=Xin,

the sample mean, is a complete sufficient statistic – it is all the information one can derive to estimate μ, and no more – and

σ^2=(XiX¯)2n1,

the sample variance, is an ancillary statistic – its distribution does not depend on μ.

Therefore, from Basu's theorem it follows that these statistics are independent.

This independence result can also be proven by Cochran's theorem.

Further, this property (that the sample mean and sample variance of the normal distribution are independent) characterizes the normal distribution – no other distribution has this property.[2]

Notes

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References

  • One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
  • Mukhopadhyay, Nitis (2000). Probability and Statistical Inference. Statistics: A Series of Textbooks and Monographs. 162. Florida: CRC Press USA. ISBN 0-8247-0379-0.
  • One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang
  • One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang

Template:Statistics

  1. Basu (1955)
  2. One of the biggest reasons investing in a Singapore new launch is an effective things is as a result of it is doable to be lent massive quantities of money at very low interest rates that you should utilize to purchase it. Then, if property values continue to go up, then you'll get a really high return on funding (ROI). Simply make sure you purchase one of the higher properties, reminiscent of the ones at Fernvale the Riverbank or any Singapore landed property Get Earnings by means of Renting

    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

    Discover out more about real estate funding in the area, together with info on international funding incentives and property possession. Many Singaporeans have been investing in property across the causeway in recent years, attracted by comparatively low prices. However, those who need to exit their investments quickly are likely to face significant challenges when trying to sell their property – and could finally be stuck with a property they can't sell. Career improvement programmes, in-house valuation, auctions and administrative help, venture advertising and marketing, skilled talks and traisning are continuously planned for the sales associates to help them obtain better outcomes for his or her shoppers while at Knight Frank Singapore. No change Present Rules

    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang