Measurable Selections of Extrema
Brown, L. D. ; Purves, R.
Ann. Statist., Tome 1 (1973) no. 2, p. 902-912 / Harvested from Project Euclid
Let $f: X \times Y \rightarrow R$. We prove two theorems concerning the existence of a measurable function $\varphi$ such that $f(x, \varphi(x)) = \inf_y f(x,y)$. The first concerns Borel measurability and the second concerns absolute (or universal) measurability. These results are related to the existence of measurable projections of sets $S \subset X \times Y$. Among other applications these theorems can be applied to the problem of finding measurable Bayes procedures according to the usual procedure of minimizing the a posteriori risk. This application is described here and a counterexample is given in which a Borel measurable Bayes procedure fails to exist.
Publié le : 1973-09-14
Classification: 
@article{1176342510,
     author = {Brown, L. D. and Purves, R.},
     title = {Measurable Selections of Extrema},
     journal = {Ann. Statist.},
     volume = {1},
     number = {2},
     year = {1973},
     pages = { 902-912},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342510}
}
Brown, L. D.; Purves, R. Measurable Selections of Extrema. Ann. Statist., Tome 1 (1973) no. 2, pp.  902-912. http://gdmltest.u-ga.fr/item/1176342510/