Decision Theory

  • J. A. Hartigan
Part of the Springer Series in Statistics book series (SSS)

Abstract

Fisher (1922) compared two estimators by considering their distributions given an unknown parameter of interest. For example, in estimating a normal distribution mean the sample mean is unbiased with variance 2/π times the variance of the sample median, for all values of the distribution mean, so it is to be preferred to the sample median. Of course, it may be difficult in general to decide between the two families of distributions.

Keywords

Coherence 

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Copyright information

© Springer-Verlag New York Inc. 1983

Authors and Affiliations

  • J. A. Hartigan
    • 1
  1. 1.Department of StatisticsYale UniversityNew HavenUSA

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