Sufficient Statistics and Extreme Points

A convex set $M$ is called a simplex if there exists a subset $M_e$ of $M$ such that every $P \in M$ is the barycentre of one and only one probability measure $\mu$ concentrated on $M_e$. Elements of $M_e$ are called extreme points of $M$. To prove that a set of functions or measures is a simplex, usually the Choquet theorem on extreme points of convex sets in linear topological spaces is cited. We prove a simpler theorem which is more convenient for many applications. Instead of topological considerations, this theorem makes use of the concept of sufficient statistics.