比较位置实验

Comparing Location Experiments

Annals of Statistics · 1988
被引 154
ABS 4★

中文导读

回顾两个实验比较的经典理论,指出对所有决策问题要求一个实验支配另一个实验过于严格,提出对具有单调似然比的单参数问题,限制在单调决策问题下比较,并应用于位置实验,得到满意的结果,进而引出一种新的分布尾部排序。

Abstract

In Sections 1-3, the classical theory of the comparison of two experiments is reviewed with particular reference to the comparison of two location experiments. It is shown that the requirement of domination of one experiment by another for all decision problems is too strong to provide a reasonable basis for comparison. For one-parameter problems with monotone likelihood ratio, it is therefore proposed to restrict the comparison to decision problems that are monotone in the sense of Karlin and Rubin (1956). Application of this weaker definition to the location problem is shown to give satisfactory results. A scale-free comparison of this type leads to a new tail-ordering of distributions, and this is explored in Section 6.

统计学决策理论概率分布数学优化应用数学