Deficiencies Between Linear Normal Experiments
Swensen, Anders Rygh
Ann. Statist., Tome 8 (1980) no. 1, p. 1142-1155 / Harvested from Project Euclid
Let $X_1, \cdots, X_n$ be independent and normally distributed variables, such that $0 < \operatorname{Var} X_i = \sigma^2, i = 1, \cdots, n$ and $E(X_1, \cdots, X_n)' = A'\beta$ where $A$ is a $k \times n$ matrix with known coefficients and $\beta = (\beta_1, \cdots, \beta_k)'$ is an unknown vector. $\sigma$ may be known or unknown. Denote the experiment obtained by observing $X_1, \cdots, X_n$ by $\mathscr{E}_A.$ Let $A$ and $B$ be matrices of dimension $n_A \times k$ and $n_B \times k.$ The deficiency $\delta(\mathscr{E}_A, \mathscr{E}_B)$ is computed when $\sigma$ is known and for some cases, including the case $BB' - AA'$ positive semidefinite and $AA'$ nonsingular, also when $\sigma$ is unknown. The technique used consists of reducing to testing a composite hypotheses and finding a least favorable distribution.
Publié le : 1980-09-14
Classification:  Deficiencies,  invariant kernels,  normal models,  additional observations,  62B15,  62K99
@article{1176345151,
     author = {Swensen, Anders Rygh},
     title = {Deficiencies Between Linear Normal Experiments},
     journal = {Ann. Statist.},
     volume = {8},
     number = {1},
     year = {1980},
     pages = { 1142-1155},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345151}
}
Swensen, Anders Rygh. Deficiencies Between Linear Normal Experiments. Ann. Statist., Tome 8 (1980) no. 1, pp.  1142-1155. http://gdmltest.u-ga.fr/item/1176345151/