A Comparative Analysis of the Dea-Ccr Model and the Vikor Method
A review of the results on the Stein approach for estimators improvement.
Since 1956, a large number of papers have been devoted to Stein's technique of obtaining improved estimators of parameters, for several statistical models. We give a brief review of these papers, emphasizing those aspects which are interesting from the point of view of the theory of unbiased estimation.
Comparison of two methods for approximation of probability distributions with prescribed marginals
Let be a discrete multidimensional probability distribution over a finite set of variables which is only partially specified by the requirement that it has prescribed given marginals , where is a class of subsets of with . The paper deals with the problem of approximating on the basis of those given marginals. The divergence of an approximation from is measured by the relative entropy . Two methods for approximating are compared. One of them uses formerly introduced concept of...
Einfache Begründung für die Irrtumswahrscheinlichkeitsschranke der HOMMEL'schen Mehrheitstestkombination.
Exponential rates for the error probabilities in selection procedures
For a sequence of statistical experiments with a finite parameter set the asymptotic behavior of the maximum risk is studied for the problem of classification into disjoint subsets. The exponential rates of the optimal decision rule is determined and expressed in terms of the normalized limit of moment generating functions of likelihood ratios. Necessary and sufficient conditions for the existence of adaptive classification rules in the sense of Rukhin [Ru1] are given. The results are applied to...
On the Optimality of Differentiated SPR Tests of Composite Hypotheses.
Relative Measurement and Its Generalization in Decision Making. Why Pairwise Comparisons are Central in Mathematics for the Measurement of Intangible Factors. The Analytic Hierarchy/Network Process.
According to the great mathematician Henri Lebesgue, making direct comparisons of objects with regard to a property is a fundamental mathematical process for deriving measurements. Measuring objects by using a known scale first then comparing the measurements works well for properties for which scales of measurement exist. The theme of this paper is that direct comparisons are necessary to establish measurements for intangible properties that have no scales of measurement. In that case the value...
Оценка эффективности решающего правила Большева в задаче различения двух гипотез