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Annals of the Institute of Statistical Mathematics
Article . 1966 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1966
Data sources: zbMATH Open
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Discrete compound decision problem

Authors: Suzuki, Giitiro;

Discrete compound decision problem

Abstract

The compound decision problem, called by Robbins [7], consists in the simultaneous consideration of n decision problems which have an identical formal structure. All the papers [1]--[11] except [8] treated the continuous compound decision problem. Robbins [8] considered the decision problem between the binomial distributions and the distribution which is given by a unit step function. The problem of convergence rate was treated by Hannah-Van Ryzin [4], Van Ryzin [13] and Samuel [10] in the continuous case, by Johns [6] in the two-action case and by Robbins [8] in the binomial case. In this paper, we shall t reat the compound decision problem between k + l (at most) ~z-variate multinomial distributions and present the construction of the "bes t" simple symmetric solution and the exact convergence rate of the asymptotically "good" non-simple solution, using the different approach from that for the continuous case. This is an extension of [8] and a modification of [1], [2], [5], [11] and [13] which treated the continuous compound decision problem involving multiple component decisions. We do not consider the sequential case (cf. [4], [5], [9], [10] and [11]). But, in that case, a similar argument can be made by modifying only the part of the estimation of the true parameter vector.

Keywords

Compound decision problems in statistical decision theory

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
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