On the Existence of Least Favorable Distributions
Lehmann, E. L.
Ann. Math. Statist., Tome 23 (1952) no. 4, p. 408-416 / Harvested from Project Euclid
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Sufficient conditions for the existence of a least favorable distribution were given by Wald in his work on general decision theory. It is shown here that for problems of hypothesis testing and more generally for multiple decision problems involving a finite number of decisions, the result holds under a much weaker restriction than Wald's assumption of a compact parameter space.
Publié le : 1952-09-14
Classification:  
@article{1177729385,
     author = {Lehmann, E. L.},
     title = {On the Existence of Least Favorable Distributions},
     journal = {Ann. Math. Statist.},
     volume = {23},
     number = {4},
     year = {1952},
     pages = { 408-416},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729385}
}

Lehmann, E. L. On the Existence of Least Favorable Distributions. Ann. Math. Statist., Tome 23 (1952) no. 4, pp.  408-416. http://gdmltest.u-ga.fr/item/1177729385/