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What have you tried? Where are you stuck? Reading this might give you some ideas:
http://www.stat.wisc.edu/courses/st312-rich/suff2.pdf
Sufficient statistic - Wikipedia, the free encyclopedia
I don't know how to factorize this result: f(X1,X2...Xn)=k(x)g(T(x),k). If and only if this result is shown can we say we finish the proof.
write the joint density with all zero means and combine the exponents of e.