On some class properties of statistical experiments under weak Blackwell equivalence (Q1192436)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On some class properties of statistical experiments under weak Blackwell equivalence |
scientific article |
Statements
On some class properties of statistical experiments under weak Blackwell equivalence (English)
0 references
27 September 1992
0 references
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).
0 references
equivalence of experiments
0 references
sufficient fields
0 references
permanence properties
0 references
pivotality
0 references
majorized statistical experiments
0 references
weak Blackwell equivalent experiments
0 references
majorizing measure
0 references
weak kernel
0 references
support criterion
0 references
majorization
0 references