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Statistically Sufficient Aggregation of Performance Measures under a Normal Distribution

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DOI: 10.4236/tel.2019.97141    69 Downloads   163 Views
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ABSTRACT

This study analyzes the minimum dimension of statistically sufficient aggregation when performance measures are joint-normally distributed. Statistically sufficient aggregates incur no loss of information during the aggregation process and provide robustness to performance evaluation systems. This study shows that there is no one-dimensional statistically sufficient aggregate in a multi-task setting.

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Yoo, J. (2019) Statistically Sufficient Aggregation of Performance Measures under a Normal Distribution. Theoretical Economics Letters, 9, 2229-2235. doi: 10.4236/tel.2019.97141.

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