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Zur Gleichwertigkeit zweier Arten der Randomisierung

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Abstract

For the choice of a mathematical model describing randomized decisions it is important to make sure that given a ‘behavioral decision rule’ there exists an equivalent ‘randomized decision function’ (cf. [2], p. 24–26). This fact seems to be known only in some special cases (cf. [1], Th. 8.3.1 and [3]). Here we give a simple proof for the general case.

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Literatur

  1. Blackwell, D., Girshick, M. A.: Theory of games and statistical decisions. New York, Wiley 1954

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  2. Ferguson, T.: Mathematical statistics. New York, London 1967

  3. Wald, A., Wolfowitz, J.: Two methods of randomization in statistics and the theory of games. Ann. Math. (2),53, 581–586 (1951)

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Authors and Affiliations

  1. Mathematisches Institut der Universität München, Theresienstraße 39, 8000, München

    Heinrich von Weizsäcker

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  1. Heinrich von Weizsäcker
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von Weizsäcker, H. Zur Gleichwertigkeit zweier Arten der Randomisierung. Manuscripta Math 11, 91–94 (1974). https://doi.org/10.1007/BF01189092

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  • DOI: https://doi.org/10.1007/BF01189092

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