One of K populations is chosen according to some given selection procedure. Population i has the parameter θ i associated with it. The θ value for the chosen population is to be estimated using only the data on which the selection was made. Some general results relating to Bayes and minimax rules as well as the minimax value are obtained. Applications of these results to particular problems are given.
Evaluating the Chosen Population: A Bayes and Minimax Approach, by Harold Sackrowitz and Ester Samuel-Cahn © 1986
среда, 18 ноября 2009 г.
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