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On a theorem of Wald and Wolfowitz on randomization in statistics

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Abstract

In [9] it is proved that to each randomized decision function, there exists an equivalent randomized decision rule (cf. [3]), provided that the space of decisions is Polish. The object of the present paper is to show that the above theorem is a special case of risk-equivalence (cf. [5]) even if the space of decisions is analytic.

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  1. Institut für Mathematische, Stochastik der Universität Freiburg, Hermann-Herder-Str. 10, 7800, Freiburg, W.-Germany

    H. -P. Kirschner

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  1. H. -P. Kirschner
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Kirschner, H.P. On a theorem of Wald and Wolfowitz on randomization in statistics. Manuscripta Math 18, 249–256 (1976). https://doi.org/10.1007/BF01245919

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  • DOI: https://doi.org/10.1007/BF01245919

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