ON THE COMPOUND DECISION PROBLEM IN THE NONSEQUENTIAL AND THE SEQUENTIAL CASE
Abstract
The compound decision problem is considered where one is confronted with a se uence of n elementary or component decision problems of the same structure. Only the case where the elementary decision problem is that of testing a simple hypothesis against a simple alternative is considered. It can thus be stated as follows: The rando variable X is distributed according to P sub theta, where P sub theta is completely specified for theta equals 0,1. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 17, 1961
- Accession Number
- AD0267239
Entities
People
- Ester Samuel
Organizations
- Columbia University