The Annals of Statistics

Choosing Between Experiments: Applications to Finite Population Sampling

Glen Meeden and Malay Ghosh

Full-text: Open access

Abstract

Suppose that a statistician is faced with a decision problem involving an unknown parameter. Before making his decision he can carry out one of two possible experiments. Assume that he may choose at random which of the two experiments he will observe. For this problem a decision procedure for the statistician is a triple consisting of the randomizing probability measure he uses to choose between the experiments, the decision function he uses if he observes the first experiment and the decision function he uses if he observes the second experiment. The main theorem of this paper identifies the set of such admissible triples when the parameter space, and the sample spaces of the two experiments are finite. This result is then used to find some uniformly admissible procedures for some problems in finite population sampling.

Article information

Source
Ann. Statist., Volume 11, Number 1 (1983), 296-305.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176346080

Digital Object Identifier
doi:10.1214/aos/1176346080

Mathematical Reviews number (MathSciNet)
MR684887

Zentralblatt MATH identifier
0508.62012

JSTOR
links.jstor.org

Subjects
Primary: 62C15: Admissibility
Secondary: 62D05: Sampling theory, sample surveys 62C10: Bayesian problems; characterization of Bayes procedures

Keywords
Choosing between experiments admissibility Bayes orthogonal priors finite population sampling uniform admissibility ratio estimator Horvitz-Thompson estimator Basu estimator choice of designs

Citation

Meeden, Glen; Ghosh, Malay. Choosing Between Experiments: Applications to Finite Population Sampling. Ann. Statist. 11 (1983), no. 1, 296--305. doi:10.1214/aos/1176346080. https://projecteuclid.org/euclid.aos/1176346080


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