Accession Number:

AD0736170

Title:

Decision Theory for Averaged Risk,

Descriptive Note:

Corporate Author:

CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES

Personal Author(s):

Report Date:

1971-06-15

Pagination or Media Count:

60.0

Abstract:

Let Phi denote a decision rule with risk R theta, Phi depending on a parameter theta. A new risk function called the averaged risk is obtained by averaging Rtheta, Phi with respect to a probability measure G sub phi on the parameter space. The class of admissible, Bayes and minimax rules with respect to the new risk function is considered and compared with the corresponding class of rules with respect to R theta, Phi. Author

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE