On Bounded Completeness and The L_1 -Denseness of Likelihood Ratios

Sankhya A(2023)

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摘要
The classical concept of bounded completeness and its relation to sufficiency and ancillarity play a fundamental role in unbiased estimation, unbiased testing, and the validity of inference in the presence of nuisance parameters. In this short note, we provide a direct proof of a little-known result by Farrell ( 1962 ) on a characterization of bounded completeness based on an L^1 denseness property of the linear span of likelihood ratios. As an application, we show that an experiment with infinite-dimensional observation space is boundedly complete iff suitably chosen restricted subexperiments with finite-dimensional observation spaces are.
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关键词
bounded completeness
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