Statistics and Probability Commons^™

Admissible Solutions Of Finite State Sequence Compound Decision Problems, Stephen B. Vardeman

Stephen B. Vardeman

A general method of constructing procedures which are both admissible and asymptotically optimal in finite state sequence compound decision problems is suggested and applied to the situation of a two state classification component. When used in an empirical Bayes setting, procedures so constructed are seen to be both admissible and asymptotically optimal.