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Q96Section III (Statistics)96 of 145

Sufficiency is joint: Xˉ\bar X alone is not sufficient for μ\mu when σ2\sigma^2 is unknown

Let X1,X2,…,XnX_1,X_2,\dots,X_n be a random sample from N(μ,σ2)N(\mu,\sigma^2), where μ\mu and σ2\sigma^2 are unknown. Then which of the following statements is not correct?

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