Stability under products of sufficient, minimal sufficient and complete $σ$-fields in the Bayesian case

Abstract

In this paper, we present some Bayesian results about the stability under products of the concepts of sufficiency, minimal sufficiency and completeness, extending frequentist results by Chacón et al. [2006. A note on minimal sufficiency. Statist. Sinica. 16 (1), 7-14] and Landers and Rogge [1976. A note on completeness, Scand. J. Statist. 3, 139]. These results are used to throw some light on the study of the relationship between minimal sufficiency and invariance, a question that, in a classical setting, has been considered in the first of the former papers and in Hall et al. [1965. The relationship between sufficiency and invariance with applications in sequential analysis. Ann. Math. Statist. 36, 575-614].