Impartial Decision Rules and Sufficient Statistics
Bahadur, Raghu Raj ; Goodman, Leo A.
Ann. Math. Statist., Tome 23 (1952) no. 4, p. 553-562 / Harvested from Project Euclid
A class of decision problems concerning $k$ populations was considered in [1] and it was shown that a particular decision rule is the uniformly best `impartial' decision rule for many problems of this class. The present paper provides certain improvements of this result. The authors define impartiality in terms of permutations of the $k$ samples rather than in terms of the $k$ ordered values of an arbitrarily chosen real-valued statistic as in the earlier paper. They point out that (under conditions which are satisfied in the standard cases of $k$ independent samples of equal size) if the same function is a sufficient statistic for each of the $k$ samples then the conditional expectation of an impartial decision rule given the $k$ sufficient statistics is also an impartial decision rule. A characterization of impartial decision rules is given which relates the present definition of impartiality with the one adopted in [1]. These results, together with Theorem 1 of [1], yield the desired improvements. The argument indicated here is illustrated by application to a special case.
Publié le : 1952-12-14
Classification: 
@article{1177729334,
     author = {Bahadur, Raghu Raj and Goodman, Leo A.},
     title = {Impartial Decision Rules and Sufficient Statistics},
     journal = {Ann. Math. Statist.},
     volume = {23},
     number = {4},
     year = {1952},
     pages = { 553-562},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729334}
}
Bahadur, Raghu Raj; Goodman, Leo A. Impartial Decision Rules and Sufficient Statistics. Ann. Math. Statist., Tome 23 (1952) no. 4, pp.  553-562. http://gdmltest.u-ga.fr/item/1177729334/