In this note we study comparison of experiments via the positive dependence of normal variables with a common univariate marginal distribution. We show that positive dependence has an adverse effect on the information concerning the common mean $\theta$, and give a partial ordering of the information via a majorization ordering of the correlation matrices. In the special case when the random variables are equally correlated, the main theorem yields a result for the comparison of experiments for permutation symmetric normal variables.
Publié le : 1992-03-14
Classification:
Comparison of experiments,
dependent normal variables,
positive dependence ordering,
information inequalities,
majorization,
62B15,
62H20
@article{1176348547,
author = {Shaked, Moshe and Tong, Y. L.},
title = {Comparison of Experiments via Dependence of Normal Variables with a Common Marginal Distribution},
journal = {Ann. Statist.},
volume = {20},
number = {1},
year = {1992},
pages = { 614-618},
language = {en},
url = {http://dml.mathdoc.fr/item/1176348547}
}
Shaked, Moshe; Tong, Y. L. Comparison of Experiments via Dependence of Normal Variables with a Common Marginal Distribution. Ann. Statist., Tome 20 (1992) no. 1, pp. 614-618. http://gdmltest.u-ga.fr/item/1176348547/