On a Multiple Decision Rule,
Abstract
Let X=(X(1),...,X(K))) be a random vector whose distribution depends on a parameter vector theta = (theta(1),...,theta(K). A procedure is given for selecting m<K co-ordinate values corresponding to the m-largest components of theta. Under general assumptions on the distribution of X, it is shown that the given procedure is a Bayes procedure. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 15, 1971
- Accession Number
- AD0736163
Entities
People
- Khursheed Alam
Organizations
- Clemson University