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Ranking of populations in parameter′s modulus
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Mikhail Revyakov
Published/Copyright:
September 25, 2009
Summary
In 1967, Eaton successfully solved the problem of Bechhofer for ranking of populations based on observations of the corresponding random variables. In the present paper, we follow Eaton and apply the Wald′s theory of statistical decision functions to a similar problem where the moduli of parameters are ranked rather than the parameters.
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Published Online: 2009-09-25
Published in Print: 2003-02-01
© 2003 Oldenbourg Wissenschaftsverlag GmbH
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- On preferences of general two-sided tests with applications to Kolmogorov–Smirnov-type tests
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Articles in the same Issue
- On arbitrage and replication in the fractional Black–Scholes pricing model
- On the construction of efficient estimators in semiparametric models
- The Bahadur risk in probability density estimation
- On preferences of general two-sided tests with applications to Kolmogorov–Smirnov-type tests
- Estimating the dimension of factors of diffusion processes
- Ranking of populations in parameter′s modulus
