Let Y1,Y2,...Yn denote a random sample from a Rayleigh distribution with parameter θ. Show ∑ Yi^2 is sufficient for θ.
I know what the Rayleigh distribution is but I am unsure of how to answer it.
Hello,
The pdf of the random sample is
Then use this : Sufficient statistic - Wikipedia, the free encyclopedia
with and
Hence is a sufficient statistic for .