Shaked, Moshe; Tong, Y. L. Comparison of experiments via dependence of normal variables with a common marginal distribution. (English) Zbl 0745.62006 Ann. Stat. 20, No. 1, 614-618 (1992). Summary: We study comparison of experiments via the positive dependence of normal variables with a common univariate marginal distribution. We show that positive dependence has an adverse effect on the information concerning the common mean \(\theta\), and give a partial ordering of the information via a majorization ordering of the correlation matrices. In the special case when the random variables are equally correlated, the main theorem yields a result for the comparison of experiments for permutation symmetric normal variables. Cited in 4 ReviewsCited in 4 Documents MSC: 62B15 Theory of statistical experiments 60E15 Inequalities; stochastic orderings 62H20 Measures of association (correlation, canonical correlation, etc.) Keywords:information inequalities; comparison of experiments; positive dependence of normal variables; common univariate marginal distribution; partial ordering of the information; majorization ordering of the correlation matrices; permutation symmetric normal variables × Cite Format Result Cite Review PDF Full Text: DOI