Conditional expectation of a Markov kernel given another with some applications in statistical inference and disease diagnosis

DOI10.1080/02331888.2020.1725517zbMATH Open1435.60015arXiv1306.0084OpenAlexW3006624969MaRDI QIDQ5222205FDOQ5222205

Authors: Agustín G. Nogales 

Publication date: 1 April 2020

Published in: Statistics (Search for Journal in Brave)

Abstract: Markov kernels play a decisive role in probability and mathematical statistics theories, and are an extension of the concepts of sigma-field and statistic. Concepts such as independence, sufficiency, completeness, ancillarity or conditional distribution have been extended previously to Markov kernels. In this paper, the concept of conditional expectation of a Markov kernel given another is introduced, setting its first properties. An application to clinical diagnosis is provided, obtaining {an} optimality property of the predictive values of a diagnosis test. In a statistical framework, this new probabilistic tool is used to extend to Markov kernels the theorems of {Rao-Blackwell} and Lehmann-Scheff'e. A result about the completeness of a sufficient statistic is obtained in passing by properly enlarging the family of probabilities. As a final statistical scholium, a generalization of a result about the completeness of the family of nonrandomized estimators is given.

Full work available at URL: https://arxiv.org/abs/1306.0084

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zbMATH Keywords

clinical diagnosisconditional expectationMarkov kernelunbiased estimation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point estimation (62F10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Sufficient statistics and fields (62B05)

Cites Work

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• Conditional Expectation and Unbiased Sequential Estimation
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• The existence of regular conditional probabilities for Markov kernels
• On independence of Markov kernels and a generalization of two theorems of Basu
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Cited In (2)

• The existence of regular conditional probabilities for Markov kernels
• A note on conditional expectation for Markov kernels

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