Summary
In this survey the most applicable order relations between linear experiments are studied. For linear normal experiments the cases of known and unknown variances require sophisticated arguments from linear algebra and some tools from convexity theory. The comparison of linear experiments also casts some new light on the popular statistical notions of sufficiency and deficiency.
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Heyer, H. Order relations for linear models: A survey on recent developments. Statistical Papers 47, 331–372 (2006). https://doi.org/10.1007/s00362-006-0293-z
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DOI: https://doi.org/10.1007/s00362-006-0293-z