Invariance of admissible and Bayesian rules with respect to monotonic transformations.

Francisco Criado Torralba

Trabajos de Estadística e Investigación Operativa (1983)

  • Volume: 34, Issue: 2, page 3-12
  • ISSN: 0041-0241

Abstract

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From an optimality point of view the solution of a decision problem is related to classes of optimal strategies: admissible, Bayes, etc. which are closely related to boundaries of the risk set S such as lower-boundary, Bayes boundary, positive Bayes boundary. In this paper we present some results concerning invariance properties of such boundaries when the set is transformed by means of a continuous monotonic increasing function W.

How to cite

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Criado Torralba, Francisco. "Invariancia de las reglas admisibles y Bayes respecto de transformaciones monótonas.." Trabajos de Estadística e Investigación Operativa 34.2 (1983): 3-12. <http://eudml.org/doc/40699>.

@article{CriadoTorralba1983,
author = {Criado Torralba, Francisco},
journal = {Trabajos de Estadística e Investigación Operativa},
keywords = {Teoría de juegos; Teoría de la decisión; Estrategia; Funciones monótonas; Funciones convexas; convex functions; optimal strategies; boundaries of the risk set; lower- boundary; Bayes boundary; positive Bayes boundary; invariance properties; continuous, monotone increasing function},
language = {spa},
number = {2},
pages = {3-12},
title = {Invariancia de las reglas admisibles y Bayes respecto de transformaciones monótonas.},
url = {http://eudml.org/doc/40699},
volume = {34},
year = {1983},
}

TY - JOUR
AU - Criado Torralba, Francisco
TI - Invariancia de las reglas admisibles y Bayes respecto de transformaciones monótonas.
JO - Trabajos de Estadística e Investigación Operativa
PY - 1983
VL - 34
IS - 2
SP - 3
EP - 12
LA - spa
KW - Teoría de juegos; Teoría de la decisión; Estrategia; Funciones monótonas; Funciones convexas; convex functions; optimal strategies; boundaries of the risk set; lower- boundary; Bayes boundary; positive Bayes boundary; invariance properties; continuous, monotone increasing function
UR - http://eudml.org/doc/40699
ER -

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