Skip to main content
Log in

Stochastic ordering and schur-convex functions in comparison of linear experiments

  • Publications
  • Published:
Metrika Aims and scope Submit manuscript

Abstract

The usual ordering of linear experiments is defined by quadratic risk of attainable linear estimators. It is shown that under normality assumption this ordering can be introduced in a risk-free way by stochastic ordering of the estimators. Moreover an application of Schur-convex functions to design of experiments is presented.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Blackwell D (1951) Comparison of experiments. Proc. Sec. Berkeley Symp. Math. Statist. Prob., Univ. of Calif. Press, pp 93–102

  • Blackwell D (1953) Equivalent comparison of experiments. Ann Math Statist 24:262–272

    MathSciNet  Google Scholar 

  • Giovagnoli A, Pukelsheim F, Wynn HP (1987) Group invariant orderings and experimental designs. J Statist Plann and Inference 17:159–171

    Article  MATH  MathSciNet  Google Scholar 

  • Hwang JT (1985) Universal domination and stochastic domination: estimation simultaneously under a broad class of functions. Ann Statist 13:295–314

    MATH  MathSciNet  Google Scholar 

  • Lehmann EL (1955) Ordered families of distributions. Ann Math Statist 26:399–419

    MathSciNet  Google Scholar 

  • Lehmann EL (1959) Testing statistical hypotheses. Wiley, New York

    MATH  Google Scholar 

  • Lehmann EL (1988) Comparing location experiments. Ann Statist 16:521–533

    MATH  MathSciNet  Google Scholar 

  • Marshall AW, Olkin I (1979) Inequalities: theory of majorization and its applications. Academic Press, New York

    MATH  Google Scholar 

  • Rao CR (1973) Linear statistical inference and its applications, sec. ed. Wiley, New York

    Google Scholar 

  • Stępniak C (1982) Optimal allocation of observations in one-way random normal model. Ann Inst Statist Math A 34:175–180

    Article  Google Scholar 

  • Stępniak C (1983) Optimal allocation of units in experimental designs with hierarchical and cross classification. Ann Inst Statist Math A 35:461–473

    Article  Google Scholar 

  • Stępniak C (1987) Reduction problems in comparison of linear models. Metrika 34:211–216

    MathSciNet  Google Scholar 

  • Stępniak C, Torgersen E (1981) Comparison of linear models with partially known covariances with respect to unbiased estimation. Scand J Statist 8:183–184

    MathSciNet  Google Scholar 

  • Stępniak C, Wang SG, Wu CFJ (1984) Comparison of linear experiments with known covariances. Ann Statist 12:358–365

    MathSciNet  Google Scholar 

  • Torgersen E (1984) Orderings of linear models. J Statist Plann and Inference 9:1–17

    Article  MATH  MathSciNet  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

Partly supported by CPBP 0.1.02.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Stępniak, C. Stochastic ordering and schur-convex functions in comparison of linear experiments. Metrika 36, 291–298 (1989). https://doi.org/10.1007/BF02614102

Download citation

  • Received:

  • Revised:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02614102

Key words and phrases

Navigation