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Sufficiency and exponential families for discrete sample spaces. (English) Zbl 0224.62003

Summary: All known theorems of the Dermois-Koopman-Pitman type are based on the as-sumption of absolutely continuous probabilities. In this article, a Darmois-Koopman-Pitman type theorem is proved for families of probability measures that are defined on discrete sample spaces. Two assumptions are imposed on the sufficient statistic for the family: (1) the range space of the sufficient statistic can be completely ordered, and (2) this ordering of the range space of the sufficient statistic has a certain regularity property. Under (1) and (2), it can be proved that the given family is exponential of order 1.

MSC:

62B05 Sufficient statistics and fields
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