摘要
本文在某些必要的适当条件下,采用一种独特的方式证明Wald意义下的最优决策的存在性.并表明:Wald意义下的最优决策作为一种π-Bayes最优决策实际上是局部的.
In this paper, under some necessary suitable conditions, a special approach is applied to prove the exitence of Wald-sense optimal decision rule and to show that Wald-sense optimal decision rule, as π-Bayes optimal decision rule, is actually local.
出处
《应用数学》
CSCD
北大核心
1993年第1期96-101,共6页
Mathematica Applicata
关键词
最优决策规则
Wald猜想
假设检验
Optimal decision rule
Wald conjecture
Loss function
Deviation
Testing hypotheses
Minimum risk function
