问题 设 $x_1, x_2, \cdots, x_n$ 是来自伽马分布族 $\{G a(\alpha, \lambda) \mid \alpha>0, \lambda>0\}$ 的一个样本, 寻求 $(\alpha, \lambda)$ 的充分统计量. ## 答案 样本的联合密度函数为： [ p\left(x_{1}, \cdots, x_{n}; \alpha, \lambda\right) = \prod_{i=1}^{n} f(x_i;\alpha,\lambda) = \prod_{i=1}^{n} \frac{\lambda^{\alpha}}{\Gamma(\alpha)} x_{i}^{\alpha -1} e^{-\lambda x_{i}} = \left( \frac{\lambda^{\alpha}}{\Gamma(\alpha)}

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