证明：
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\Leftarrow
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\begin{aligned} f(x|\theta) &= \frac{f(x,\theta)}{f(\theta)} \\ &= \frac{f(x,\theta)}{ \int f(x,\theta) dx} \\ &= \frac{g(T, \theta) h(x)}{ \int g(T, \theta) h(x)dx} \\ &= \frac{ h(x)}{ \int h(x)dx} \\ & \triangleq F(x) \end{aligned}
f(x∣θ)=f(θ)f(x,θ)=∫f(x,θ)dxf(x,θ)=∫g(T,θ)h(x)dxg(T,θ)h(x)=∫h(x)dxh(x)≜F(x)
即
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X 的条件分布与参数
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\begin{aligned} & f(x|\theta) = \frac{f(x,\theta)}{f(\theta)} \equiv F(x) \\ \Rightarrow \quad & f(x, \theta) = f(\theta) F(x) \end{aligned}
⇒f(x∣θ)=f(θ)f(x,θ)≡F(x)f(x,θ)=f(θ)F(x)
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