On the dvoretzky-wald-wolfowitz theorem on nonrandomized statistical decisions

E. A. Feinberg; A. B. Piunovskiy

doi:10.1137/S0040585X97981937

On the dvoretzky-wald-wolfowitz theorem on nonrandomized statistical decisions

E. A. Feinberg
, A. B. Piunovskiy

Applied Mathematics and Statistics

University of Liverpool

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

The result by Dvoretzky, Wald, and Wolfowitz on the sufficiency of nonrandomized decision rules for statistical decision problems with nonatomic state distributions holds for arbitrary Borel decision sets and for arbitrary measurable loss functions.

Original language	English
Pages (from-to)	463-466
Number of pages	4
Journal	Theory of Probability and its Applications
Volume	50
Issue number	3
DOIs	https://doi.org/10.1137/S0040585X97981937
State	Published - 2006

Keywords

Decision rule
Equivalent decision rules
Nonatomic measure
Nonrandomized decision rule

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10.1137/S0040585X97981937

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title = "On the dvoretzky-wald-wolfowitz theorem on nonrandomized statistical decisions",

abstract = "The result by Dvoretzky, Wald, and Wolfowitz on the sufficiency of nonrandomized decision rules for statistical decision problems with nonatomic state distributions holds for arbitrary Borel decision sets and for arbitrary measurable loss functions.",

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KW - Equivalent decision rules

KW - Nonatomic measure

KW - Nonrandomized decision rule

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DO - 10.1137/S0040585X97981937

M3 - Article

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JO - Theory of Probability and its Applications

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IS - 3

ER -

On the dvoretzky-wald-wolfowitz theorem on nonrandomized statistical decisions

Abstract

Keywords

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