Minimax Subset Selection for the Multinomial and Poisson Distributions.
Abstract
Let (X1, ..., Xk) be a multinomial vector with unknown cell probabilities (p1, ..., Pk). A subset of the cells is to be selected in a way so that the cell associated with the smallest cell probability is included in the selected subset with a preassigned probability, P*. Suppose the loss is measured by the size of the selected subset, S. Using linear programming techniques, selection rules can be constructed which are minimax with respect to S in the class of rules which satisfy the P*-condition. In some situations, the rule constructed by this method is the rule proposed by Nagel (1970) Similar techniques also work for selection in terms of the largest cell probability. The rules constructed in this fashion are also minimax for selection in terms of Poisson parameters. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 01, 1979
- Accession Number
- ADA067187
Entities
People
- Roger L. Berger
Organizations
- Florida State University