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Comparison of experiments for a class of positively dependent random variables

 

作者: Moshe Shaked,   Y. L. Tong,  

 

期刊: Canadian Journal of Statistics  （WILEY Available online 1990）
卷期: Volume 18, issue 1  

页码: 79-86

 

ISSN:0319-5724

 

年代: 1990

 

DOI:10.2307/3315420

 

出版商: Wiley‐Blackwell

 

关键词: Comparison of experiments;sufficiency;positive dependence;exponential families;Fisher's information;symmetric multivariate normal;semigroup property

 

数据来源: WILEY

 

摘要:

AbstractUsing Blackwell's definition for comparison of experiments, it is shown that some sets of positively dependent random variables are less informative than similar sets of independent random variables. It is also shown that the information content of symmetric multivariate normal random vectors with a common known variance increases as the common correlation coefficient decreases. Some results which compare members of two‐parameter exponential families are also include

 

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