Complete ranking procedures with appropriate loss functions (Q3978040)
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scientific article; zbMATH DE number 13579
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| English | Complete ranking procedures with appropriate loss functions |
scientific article; zbMATH DE number 13579 |
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Complete ranking procedures with appropriate loss functions (English)
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25 June 1992
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risk performance
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variance ranking
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independent normal populations
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sample size
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least favorable parametric configuration
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maximum value of the risk
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loss functions
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numerical simulation
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0.95301807
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0.8863033
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0.8480667
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The work is an outgrowth and extension of the paper of \textit{J. Reeves} and the author, ibid. 16, 837-854 (1987: Zbl 0614.62025). The authors consider the problem of comparing different evaluations of procedures which rank the variances of k independent normal populations when means are unknown. The procedures are evaluated by the performance of their risk. The sample size, the least favorable parametric configuration and the maximum value of the risk are studied for each procedure. Different loss functions are proposed. When k is small, numerical simulation is used to show which loss functions respond better and which respond worse to increases in sample size. Theoretical results are given for large k.
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