On the minimax decision rules in ranking problems

For the risk measured by the probability of an incorrect decision and under mild assumptions on underlying distributions, the minimax value for a general ranking problem is obtained. A necessary condition for the minimaxity is also derived. Consequently, the minimaxity of natural decision rules, for...

Full description

Saved in:
Bibliographic Details
Published in:Statistics & probability letters 1997-06, Vol.34 (2), p.179-186
Main Authors: Bansal, Naveen K., Misra, Neeraj, van der Meulen, Edward C.
Format: Article
Language:English
Subjects:
Correct decision
Correct decision Decision rules Elliptically symmetric distributions Minimax value Natural decision rule Ranking
Decision rules
Elliptically symmetric distributions
Minimax value
Natural decision rule
Ranking
Citations: Items that this one cites
Items that cite this one
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:For the risk measured by the probability of an incorrect decision and under mild assumptions on underlying distributions, the minimax value for a general ranking problem is obtained. A necessary condition for the minimaxity is also derived. Consequently, the minimaxity of natural decision rules, for location and scale probability models, is proved. Minimaxity of natural decision rules for elliptically symmetric distributions is also studied.
ISSN:0167-7152
1879-2103
DOI:10.1016/S0167-7152(96)00180-0