Some properties of the risk set in multiple decision problems

DOI10.1007/BF02480973MaRDI QIDQ802230zbMATH OpenOpenAlexFDO

Authors Masakatsu Murakami

Publication date 1983

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02480973

zbMATH Keywords

essentially nonrandomized decision rulesminimal complete classproperties of the risk set

Mathematics Subject Classification ID

Compound decision problems in statistical decision theory (62C25)

Review text

Some properties of the risk set of a decision problem with n-action, m- sample and 2-parameter are considered. It is shown that the number of vertices of the risk set is equal to \(mn\)-(t\({}_ 1+t_ 2)\), and that the number of essentially nonrandomized decision rules (defined in Section 1) in the minimal complete class is equal to \(m(n\)-1)\(+1\)-t\({}_ 1\), where \(t_ 1\) and \(t_ 2\) are defined in Section 2. Also, a procedure is given for getting all nonrandomized decision rules in the minimal complete class.

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Cites work

• scientific article; zbMATH DE number 3246773 (Why is no real title available?)
• On the reduction to a complete class in multiple decision problems

Cited in

(3)

• The number of decision sets involving n means
• A minimal complete class theorem for decision problems where the parameter space contains only finitely many points
• scientific article; zbMATH DE number 4098488 (Why is no real title available?)

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