Accession Number:

ADA067187

Title:

Minimax Subset Selection for the Multinomial and Poisson Distributions.

Descriptive Note:

Technical rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

• Berger,Roger L.

Report Date:

1979-02-01

Pagination or Media Count:

25.0

Abstract:

Let X1, ..., Xk be a multinomial vector with unknown cell probabilities p1, ..., Pk. A subset of the cells is to be selected in a way so that the cell associated with the smallest cell probability is included in the selected subset with a preassigned probability, P. Suppose the loss is measured by the size of the selected subset, S. Using linear programming techniques, selection rules can be constructed which are minimax with respect to S in the class of rules which satisfy the P-condition. In some situations, the rule constructed by this method is the rule proposed by Nagel 1970 Similar techniques also work for selection in terms of the largest cell probability. The rules constructed in this fashion are also minimax for selection in terms of Poisson parameters. Author

Descriptors:

• *POISSON DENSITY FUNCTIONS
• *MINIMAX TECHNIQUE
• SELECTION
• SET THEORY
• STATISTICAL DECISION THEORY

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE