Sufficiency and Order Statistics
Let Y1<Y2<…<Yn be the
order statistics of a random sample of size n from the uniform distribution
over the closed interval [-theta, theta ]
having pdf f(x; theta ) =
(1/2(theta))I[-theta , theta ](x).
Argue that the mle of theta;
equals theta;hat= max(-Y1, Yn).
Demonstrate that the mle theta;hat
is a sufficient statistic for theta;.
Define at least two ancillary
statistics for this distribution





