Operations, Information and Decisions Papers

Document Type

Journal Article

Date of this Version

1980

Publication Source

Journal of the American Statistical Association

Volume

75

Issue

371

Start Page

596

Last Page

601

DOI

10.1080/01621459.1980.10477519

Abstract

A model is given for a class of contests in which the participants try to guess (or estimate) unknown quantities, and the objective of each player is to come closer to the unknown quantities than an adversary. A general optimality result is proved that gives the best guessing rules for the second guesser. These rules are first calculated exactly in a certain hierarchical linear model, and then simpler approximate rules are given.

Copyright/Permission Statement

This is an Accepted Manuscript of an article published by Taylor & Francis in Journal of the American Statistical Association on 1980, available online: http://wwww.tandfonline.com/doi/abs/10.1080/01621459.1980.10477519

Keywords

Guessing, optimal strategies, hierarchical linear model, stein estimator, posterior median

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Date Posted: 27 November 2017