A Minimax and Admissible Subset Selection Rule for the Least Probable Multinomial Cell.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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In this paper a new subset selection rule for selecting a subset containing the least probable multinomial cell is defined. The rule is shown to be minimax and admissible in the class of rules which have a preassigned probability of at least P of selecting the least probable cell provided that P is sufficiently large. The loss used is the number of non-best cells selected. Author
- Statistics and Probability