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Sandwich theorem in comparison of multivariate normal experiments

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  • Stepniak, C.

Abstract

For normal linear experiments and with unknown variance components [sigma]i, I = 1,...,q, we consider some relations of type "1 is at least as good as 2", among others with respect to (a) linear estimation, (b) quadratic estimation and (c) quadratic estimation of variance components. It is shown, in a simple way, that (b)=>(c)=>(a).

Suggested Citation

  • Stepniak, C., 1997. "Sandwich theorem in comparison of multivariate normal experiments," Statistics & Probability Letters, Elsevier, vol. 33(3), pages 281-284, May.
    • Handle: RePEc:eee:stapro:v:33:y:1997:i:3:p:281-284
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    References listed on IDEAS

    as
    1. Mueller, Jochen, 1987. "Sufficiency and completeness in the linear model," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 312-323, April.
    2. Czesław Stępniak, 1989. "Stochastic ordering and schur-convex functions in comparison of linear experiments," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 36(1), pages 291-298, December.
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