Past exam of the mathematics course of the University of Cambridge / 2025 / ib / Paper 3 / 18H / a

A statistic $T$ is sufficient when the conditional law of the sample given $T$ is independent of the parameter. The factorisation criterion says this holds exactly whenIf factorisation holds, cancellation in the conditional mass proves parameter independence. Conversely, multiply the parameter-free conditional mass given $T=t$ by the mass of $T=t$ to obtain the factorisation.