On some class properties of statistical experiments under weak Blackwell equivalence (Q1192436): Difference between revisions

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Latest revision as of 01:10, 20 March 2024

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On some class properties of statistical experiments under weak Blackwell equivalence
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    On some class properties of statistical experiments under weak Blackwell equivalence (English)
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    27 September 1992
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    The present paper discusses the connection between majorized statistical experiments and weak Blackwell equivalent experiments. Recall that an experiment \(E=(\Omega,{\mathcal A},\{P_ \theta:\theta\in\Theta\})\) is majorized if there exists a majorizing measure \(m\) such that each \(P_ \theta\) has an \(m\)-density. Majorization carries over to weakly Blackwell equivalent experiments \(F=(\Omega',{\mathcal A}',\{Q_ \theta:\theta\in\Theta\})\). Recall that by definition there exists a weak kernel \(N\) with \(Q_ \theta=\int N(x,\cdot)dP_ \theta(x)\), \(\theta\in\Theta\), and vice versa. The proof is based on the support criterion for majorization, see \textit{E. Torgersen}, Comparison of statistical experiments (1991; Zbl 0732.62009).
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    equivalence of experiments
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    sufficient fields
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    permanence properties
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    pivotality
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    majorized statistical experiments
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    weak Blackwell equivalent experiments
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    majorizing measure
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    weak kernel
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    support criterion
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    majorization
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