The Annals of Statistics

Mixtures and Products of Dominated Experiments

Erik N. Torgersen

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Abstract

It is shown, using a theorem of Choquet, that any separable experiment is a mixture of experiments admitting boundedly complete and sufficient statistics. The experiments possessing these properties are precisely the experiments which are extremal with respect to mixtures. Dominated models for independent observations $X_1, \cdots, X_n$ admitting boundedly (or $L_p$) complete and sufficient statistics, are considered. It is shown that a subset--say $X_1, \cdots, X_m$ where $m < n$--has the same property provided a regularity condition is satisfied. This condition is automatically satisfied when the observations are identically distributed. In the bounded complete case the proof uses the fact that products of experiments are distributive w.r.t. mixtures. More involved arguments are needed for $L_p$ completeness.

Article information

Source
Ann. Statist., Volume 5, Number 1 (1977), 44-64.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176343739

Digital Object Identifier
doi:10.1214/aos/1176343739

Mathematical Reviews number (MathSciNet)
MR438540

Zentralblatt MATH identifier
0365.62004

JSTOR
links.jstor.org

Subjects
Primary: 62B15: Theory of statistical experiments
Secondary: 62B05: Sufficient statistics and fields

Keywords
Extremal experiments isometry criterion

Citation

Torgersen, Erik N. Mixtures and Products of Dominated Experiments. Ann. Statist. 5 (1977), no. 1, 44--64. doi:10.1214/aos/1176343739. https://projecteuclid.org/euclid.aos/1176343739


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