COMPARISON OF EXPERIMENTS VIA DEPENDENCE OF NORMAL VARIABLES WITH A COMMON MARGINAL DISTRIBUTION
成果类型：
Note
署名作者：
SHAKED, M; TONG, YL
署名单位：
University System of Georgia; Georgia Institute of Technology
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348547
发表日期：
1992
页码：
614-618
关键词：
摘要：
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.