Abstract
Let X and Y be observation vectors in normal linear experiments ε =N(Aβ, σV) and F = N(Bβ, σW). We write ε > Fif for any quadratic form Y′GY there exists a quadratic formX′HX such that E(X′HX) = E(Y'GY) and var(X'HX) ≤ var(Y'GY).The relation > is characterized by the matrices A, B, V and W. Moreoversome connections with known orderings of linear experiments are given.
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Stępniak, C. Comparison of Normal Linear Experiments by Quadratic Forms. Annals of the Institute of Statistical Mathematics 49, 569–584 (1997). https://doi.org/10.1023/A:1003179131047
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DOI: https://doi.org/10.1023/A:1003179131047