|
|
Article: Bayes and minimax sample-admissible multivariate selection procedures.
- Article from:
- Journal of the American Statistical Association
- Article date:
- December 1, 1991
- Author:
CopyrightCOPYRIGHT 1991 American Statistical Association. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
|
Bayes and Minimax Sample-Admissible Multivariate Selection Procedures
MARC J. SOBEL(*)
Let P be a class of independent populations each having an underlying multivariate normal distribution with unknown mean vector. Independent vector samples of common size n are drawn from each population in P. We say that a subset G of P is [delta.sup.*]-Pareto-optimal (in P) if no other population in P has the property that each component of its mean vector is larger by at least [delta.sup.*] [is greater than or equal to] 0 than the corresponding component of the mean vector of any given population in G. This article treats the problem of devising and evaluating strategies ...
Related newspaper, magazine, and journal articles:
|