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Comparison of experiments for a class of positively dependent random variables
Authors:Moshe Shaked  Y L Tong
Abstract: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.
Keywords:Comparison of experiments  sufficiency  positive dependence  exponential families  Fisher's information  symmetric multivariate normal  semigroup property
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