On Some Gamma-Minimax Subset Selection and Multiple Comparison Procedures.
Abstract
The use of partial or incomplete prior information in statistical inference has led to the development of the gamma-minimax criterion which allows one to select a decision rule that minimizes the maximum expected risk over gamma. In this paper, the authors are concerned with the problem of selecting a subset containing the 'best' population and containing all 'superior' populations and of multiple comparison procedures which are optimal by using gamma-minimax criterion. Some applications are discussed. Asymptotic optimal nonparametric procedures are also considered. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1974
- Accession Number
- ADA000253
Entities
People
- Deng Yuang Huang
- Shanti Gupta
Organizations
- Purdue University