A sufficient statistic is complete when every integrable function of it with expectation zero for every parameter is almost surely zero for every parameter. Full regular one-parameter exponential families with natural parameter ranging over an open interval provide a standard completeness result. Completeness makes an unbiased function of a sufficient statistic unique, giving the Lehmann–Scheffé theorem.
Epsilon-sufficient set 2026-10-06
For a finite-valued random variable, an epsilon-sufficient set retains probability at least . This notion is about covering probability mass and is unrelated to a sufficient statistic. For an IID random variable source, any such set of words with fixed requires exponentially many words at a rate approaching the Shannon entropy.