On optimal decision rules for signs of parameters
From MaRDI portal
Publication:1089708
DOI10.1214/AOS/1176349950zbMath0619.62065OpenAlexW1968012258MaRDI QIDQ1089708
Marc E. Posner, Yosef Hochberg
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349950
linear programmingNeyman-Pearson lemmabivariate normal distributionlocally optimaldecision on signs of parametersdouble crossexpected number of correct decisionsgeneralized optimization functionsoptimal decision rule
This page was built for publication: On optimal decision rules for signs of parameters