When an admissible symmetric compound decision rule is applied to a sequence of simple hypothesis testing problems, the decisions are shown to exactly reflect the ordering of the component likelihood ratios. This leads to a characterization of admissible procedures which is closely related to the method ordinarily used in constructing compound decision rules. The extension to estimation problems is indicated.
Publié le : 1974-01-14
Classification:
Compound decision problem,
admissibility,
tests of simple hypotheses,
likelihood ratios,
monotone likelihood ratio,
62C25
@article{1176342626,
author = {Copas, J. B.},
title = {On Symmetric Compound Decision Rules for Dichotomies},
journal = {Ann. Statist.},
volume = {2},
number = {1},
year = {1974},
pages = { 199-204},
language = {en},
url = {http://dml.mathdoc.fr/item/1176342626}
}
Copas, J. B. On Symmetric Compound Decision Rules for Dichotomies. Ann. Statist., Tome 2 (1974) no. 1, pp. 199-204. http://gdmltest.u-ga.fr/item/1176342626/