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

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).