Far East Journal of Theoretical Statistics
Volume 32, Issue 1, Pages 59 - 80
(July 2010)
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SUFFICIENCY IN BIVARIATE AND TRIVARIATE NORMAL POPULATIONS
Ananta R. Dhungana, Montip Tiensuwan and Bikas K. Sinha
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and
examine the applicability of the concept of ‘sufficiency’ of one experiment
for another. We present a host of diverse results, exploiting this notion and
also using the expressions for Fisher information of the parameter “rho”.
Further, we extend to a family of trivariate normal populations with arbitrarily
specified means and variances with different forms of the equal/different
pair-wise correlation parameter
and
examine the applicability of the concept of ‘sufficiency’ of one experiment
for another.