GENERALIZED BAYES DECISION FUNCTIONS, ADMISSIBILITY AND THE EXPONENTIAL FAMILY.
Abstract
Three types of generalized Bayes decision functions NGBDF, EGBDF, CGBDF are defined and their relationships examined. A sufficient condition is given for the admissibility of a CGBDF. In the context of the exponential family and quadratic loss estimation, a sufficient condition that x/lambda +1)be a CGBDF for the mean is shown to be the same as Karlin's condition for the admissibility of x/(lambda +1). (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1966
- Accession Number
- AD0634774
Entities
People
- Mark Stone
Organizations
- University of Wisconsin–Madison