Complete and Essentially Complete Classes

  • James O. Berger
Part of the Springer Series in Statistics book series (SSS)

Abstract

We have previously observed that it is unwise to repeatedly use an inadmis­sible decision rule. (The possible exception is when an inadmissible rule is very simple and easy to use, and is only slightly inadmissible.) It is, therefore, of interest to find, for a given problem, the class of acceptable (usually admissible) decision rules. Such a class is often much easier to work with, say in finding a sequential Bayes, minimax or a Γ-minimax decision rule, than is the class of all decision rules. In this chapter, we discuss several of the most important situations in which simple reduced classes of decision rules have been obtained. Unfortunately, the subject tends to be quite difficult mathematically, and so we will be able to give only a cursory introduction to some of the more profound results.

Keywords

Decision Rule Sequential Probability Ratio Test Complete Class Monotone Likelihood Ratio Admissible Estimator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1985

Authors and Affiliations

  • James O. Berger
    • 1
  1. 1.Institute of Statistics and Decision SciencesDuke UniversityDurhamUSA

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