Proof.
We replace the dependence on
with the dependence on the statistics
and
:
We used the results of the section
(
Sufficient
statistics for normal sample section
). Therefore, in line with the
calculation (
Normal
distribution with unknown parameters
1
)-(
Normal
distribution with unknown parameters
2
),
We extract the
term from the above
expression:
Hence,
or
and the claim follows.
|
