A Contribution to Kiefer's Theory of Conditional Confidence Procedures

Loading...
Thumbnail Image
Penn collection
Statistics Papers
Degree type
Discipline
Subject
conditional confidence procedures
guaranteed conditional confidence
Statistics and Probability
Funder
Grant number
License
Copyright date
Distributor
Related resources
Author
Brown, Lawrence D
Contributor
Abstract

The "procedures" discussed in this paper are of the following type: The statistician makes a conventional decision (in a multiple decision problem). He also provides a statement of the guaranteed conditional probability that his decision will be correct, given the observed value of some conditioning random variable. Various admissibility criteria to relate such procedures are proposed. For example, we say that one procedure is better (first sense) than a second if the guaranteed conditional confidence statement using the first is stochastically larger than that using the second, for all possible states of nature. Some ramifications of these admissibility criteria are discussed, and some specific admissible procedures are described for problems with two possible states of nature. In particular, the procedure having the finest possible monotone conditioning and having equal conditional confidence under both states of nature is shown to have many desirable admissibility properties.

Advisor
Date Range for Data Collection (Start Date)
Date Range for Data Collection (End Date)
Digital Object Identifier
Series name and number
Publication date
1978
Journal title
Annals of Statistics
Volume number
Issue number
Publisher
Publisher DOI
Journal Issue
Comments
Recommended citation
Collection