When a probability distribution is specified by more than one parameter, the statistical information in a sample on an unknown α will usually depend on the values of the other unknowns. For large samples where the joint distribution of the estimates tends to normality, and the efficiency of the estimation to a maximum, little theoretical difficulty exists. In a discussion( 1 ) of the more general theory of small samples, I have stressed the importance of properties of sufficiency.
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M. S. Bartlett (1936) studied this question.
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