Uniform Improvements on the Certainty Equivalent Rule in a Statistical Control Problem.

Abstract

The problem considered arises when it is desired to choose values for design variables in a linear model so that the resulting dependent random variable will be close to a prescribed constant. A decision theoretic analysis is considered. Control procedures which dominate, in risk, the commonly used certainty equivalent rule are presented. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1981
Accession Number
ADA111323

Entities

People

  • L. Mark Berliner

Organizations

  • Ohio State University

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Computations
  • Contracts
  • Data Science
  • Inequalities
  • Information Science
  • Military Research
  • Normal Distribution
  • Random Variables
  • Risk
  • Risk Analysis
  • Statistical Analysis
  • Statistical Inference
  • Statistics
  • Universities

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.