Admissible Decision Rules for the Compound Decision Problem: The Two-Action Two-State Case

For the two-action two-state compound decision problem, a class of decision rules is found that are both asymptotically optimal and admissible at each stage n. These rules are Bayes rules with respect to appropriate exchangeable prior distributions.

Bibliographische Detailangaben
Veröffentlicht in:The Annals of Statistics. - Institute of Mathematical Statistics. - 7(1979), 5, Seite 1127-1135
1. Verfasser: Inglis, James (VerfasserIn)
Format: Online-Aufsatz
Sprache:English
Veröffentlicht: 1979
Zugriff auf das übergeordnete Werk:The Annals of Statistics
Schlagworte:Compound decision problem decision theory admissibility exchangeable random variables Behavioral sciences Mathematics