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June, 1988 Comparing Location Experiments
E. L. Lehmann
Ann. Statist. 16(2): 521-533 (June, 1988). DOI: 10.1214/aos/1176350818


In Sections 1-3, the classical theory of the comparison of two experiments is reviewed with particular reference to the comparison of two location experiments. It is shown that the requirement of domination of one experiment by another for all decision problems is too strong to provide a reasonable basis for comparison. For one-parameter problems with monotone likelihood ratio, it is therefore proposed to restrict the comparison to decision problems that are monotone in the sense of Karlin and Rubin (1956). Application of this weaker definition to the location problem is shown to give satisfactory results. A scale-free comparison of this type leads to a new tail-ordering of distributions, and this is explored in Section 6.


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E. L. Lehmann. "Comparing Location Experiments." Ann. Statist. 16 (2) 521 - 533, June, 1988.


Published: June, 1988
First available in Project Euclid: 12 April 2007

zbMATH: 0672.62008
MathSciNet: MR947560
Digital Object Identifier: 10.1214/aos/1176350818

Primary: 62C05

Rights: Copyright © 1988 Institute of Mathematical Statistics


Vol.16 • No. 2 • June, 1988
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