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Journal of the Royal Statistical Society Series B (Statistical Methodology)
Article . 1965 . Peer-reviewed
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On Simple Rules for the Compound Decision Problem

On simple rules for the compound decision problem
Authors: Samuel, Ester;

On Simple Rules for the Compound Decision Problem

Abstract

Summary The general non-sequential and sequential compound decision problem is considered. A rule is simple if it uses the ith observation only, in order to make the ith decision. It is shown that simple rules, the components of which are Bayes rules for the component problem, are Bayes rules also for the compound problem, and hence, under certain regularity conditions, are admissible compound rules. Nevertheless, a property (A), usually aimed at in the compound situation, cannot be achieved by any simple rule, except in trivial cases.

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Keywords

Compound decision problems in statistical decision theory, 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!
11
Average
Top 10%
Average
hybrid
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