Abstract
So far, we have considered the case in which we know beforehand the set Θ of values of the unknown parameter θ and the function L, that is, the scheme Z = (Θ, U, L). It follows from Theorem 5.2 that for a univalent assignment of the criterion L * Z , it is sufficient to know as well the statistical regularity P on Θ describing the supposed behavior of θ ∈ Θ. In this way, the pair S = (Z, P) becomes a complete description of the decision problem T = {S, L * Z } (Remark 5.1).
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2010 Springer Science+Business Media, LLC
About this chapter
Cite this chapter
Ivanenko, V.I. (2010). Experiment in Decision Problems. In: Decision Systems and Nonstochastic Randomness. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-5548-7_6
Download citation
DOI: https://doi.org/10.1007/978-1-4419-5548-7_6
Published:
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-5547-0
Online ISBN: 978-1-4419-5548-7
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)