Summary
A notion of an optimal partition of a measurable space into countably many sets according to given nonatomic probability measures is defined. It is shown that the set of optimal partitions is nonempty. Bounds for the optimal value are given and the set of optimal partitions is characterized. Finally, an example related to statistical decision theory is presented.
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Legut, J., Wilczynski, M. Optimal partitioning of a measurable space into countably many sets. Probab. Th. Rel. Fields 86, 551–558 (1990). https://doi.org/10.1007/BF01198174
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DOI: https://doi.org/10.1007/BF01198174