Multiple classification rules for signs of parameters (Q1084791)
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scientific article; zbMATH DE number 3980236
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| English | Multiple classification rules for signs of parameters |
scientific article; zbMATH DE number 3980236 |
Statements
Multiple classification rules for signs of parameters (English)
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1987
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The Spjøtvoll-Bohrer (SB) procedure [\textit{R. Bohrer}, J. Am. Stat. Assoc. 74, 432-437 (1979; Zbl 0418.62041) and \textit{E. Spøtvoll}, Ann. Math. Stat. 43, 398-411 (1972; Zbl 0241.62045)] for classifying signs of \(k\geq 2\) unknown scalar parameters based on normally distributed estimators with known covariance matrix is considered. Under a particular criterion it is shown that the SB rule is uniformaly dominated by some members of a class of procedures that control the probability of any misclassification at level \(\alpha\). On the other hand it is shown that a generalized SB rule is the only admissible rule in another class of simpler procedures.
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classifying signs of unknown scalar parameters
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three-decision rules
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Spjøtvoll-Bohrer (SB) procedure
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normally distributed estimators with known covariance matrix
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probability of any misclassification
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generalized SB rule
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admissible rule
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0.7385734915733337
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0.7303122878074646
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0.722091019153595
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0.7039228677749634
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