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Comparison of experiments for a class of positively dependent random variables
Author(s) -
Shaked Moshe,
Tong Y. L.
Publication year - 1990
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315420
Subject(s) - mathematics , statistics , random variable , sum of normally distributed random variables , variance (accounting) , multivariate statistics , variables , correlation , exponential function , multivariate random variable , class (philosophy) , random effects model , econometrics , computer science , mathematical analysis , artificial intelligence , medicine , meta analysis , geometry , accounting , business
Using 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 included.