Some Properties of Bayesian Orderings of Experiments
Feldman, D.
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1428-1440 / Harvested from Project Euclid
Let $\Omega$ be a finite set of states and $\Xi$ the class of prior distribution on $\Omega$. A nonnegative, continuous, concave function on $\Xi$ is called an uncertainty function and if $X = (\mathscr{X}, \mathscr{A}; \mathbf{P}_\theta, \theta \in \Omega)$ and $Y = (\mathscr{y}, \mathscr{B}; \mathbf{Q}_\theta, \theta \in \Omega)$ are two experiments $X$ is called at least as informative as $Y$ with respect to $U$ if $U(\xi |X) \leqq U(\xi | Y)\quad \text{for all} \xi \in \Xi$ where $U(\xi \mid X)$ is the expected posterior uncertainty for an observation on $X$ when the prior is $\xi \in \Xi$. Any such $U$ induces a partial ordering on the class of all experiments. The paper characterizes (i) the class of functions $U$ which lead to a total ordering of the class of experiments and (ii) the class of transformations of a function $U$ which preserve its induced ordering.
Publié le : 1972-10-14
Classification: 
@article{1177692375,
     author = {Feldman, D.},
     title = {Some Properties of Bayesian Orderings of Experiments},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1428-1440},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692375}
}
Feldman, D. Some Properties of Bayesian Orderings of Experiments. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1428-1440. http://gdmltest.u-ga.fr/item/1177692375/