Elimination of randomization in statistical decision theory reconsidered (Q1088316)
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| Language | Label | Description | Also known as |
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| English | Elimination of randomization in statistical decision theory reconsidered |
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Elimination of randomization in statistical decision theory reconsidered (English)
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1985
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A result by \textit{A. Dvoretzky}, \textit{A. Wald}, and \textit{J. Wolfowitz} [Ann. Math. Stat. 22, 1-21 (1951; Zbl 0044.150)] on the essential completeness of the class of nonrandomized decision rules is generalized to a statistical decision model with noncompact decision space. The generalized result is obtained as a direct consequence of an existence result for an allocation problem arising in economics.
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elimination of randomization
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tightness
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essential completeness
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class of nonrandomized decision rules
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noncompact decision space
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allocation problem arising in economics
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