SCALE INVARIANCE OF STATISTICAL EXPERIMENTS
Abstract: It has been shown by Le Cam [5] that weak limits of experiments, which are
parametrized in a certain way, typically satisfy an invariance condition which is called
translation invariance. It is shown in the present paper that weak limits of product
experiments with identical factors can be characterized by stability. This property has been
considered already by Mülller [10] under the label scale invariance. There is given a complete
description of all Gaussian experiments which are translation and stable. Any translation
invariant experiment with finite-dimensional parameter space which is stable with exponent
must be a Gaussian shift. These results specify and extend indications of Mülller [10].
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -