Some properties of the risk set in multiple decision problems
Copyright policy )Some properties of the risk set in multiple decision problems
Some properties of the risk set of a decision problem with n-action, m- sample and 2-parameter are considered. It is shown that the number of vertices of the risk set is equal to \(mn\)-(t\({}_ 1+t_ 2)\), and that the number of essentially nonrandomized decision rules (defined in Section 1) in the minimal complete class is equal to \(m(n\)-1)\(+1\)-t\({}_ 1\), where \(t_ 1\) and \(t_ 2\) are defined in Section 2. Also, a procedure is given for getting all nonrandomized decision rules in the minimal complete class.
properties of the risk set, Compound decision problems in statistical decision theory, essentially nonrandomized decision rules, minimal complete class
properties of the risk set, Compound decision problems in statistical decision theory, essentially nonrandomized decision rules, minimal complete class
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