On a Multiple Decision Rule
Alam, Khursheed
Ann. Statist., Tome 1 (1973) no. 2, p. 750-755 / Harvested from Project Euclid
Let $X = (X_1, \cdots, X_k)$ be a random vector whose distribution depends on a parameter vector $\theta = (\theta_1, \cdot, \theta_k)$. A standard procedure $\phi^\ast$ is considered for selecting a set of $m < k$ coordinate values corresponding to the $m$ largest components of $\theta$. $\phi^\ast$ is given as follows: Select the $m$ coordinates corresponding to the $m$ largest components of $x$, the observed value of $X$. Break ties, if any, with randomization. Some optimal properties of $\phi^\ast$ are known, given that the loss function and the distribution of $X$ have certain invariance and monotonicity properties. It is shown in this paper that $\phi^\ast$ is a Bayes decision rule if $X$ is "stochastically increasing" in $\theta$.
Publié le : 1973-07-14
Classification: 
@article{1176342470,
     author = {Alam, Khursheed},
     title = {On a Multiple Decision Rule},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 750-755},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342470}
}
Alam, Khursheed. On a Multiple Decision Rule. Ann. Statist., Tome 1 (1973) no. 2, pp.  750-755. http://gdmltest.u-ga.fr/item/1176342470/