Decision Theory: Course Outline
- Consequences and decision function.
- Game theoretic interpretation of Statistical estimation and testing.
- Admissibility of Bayesian procedures.
- The complete class theorem.
- The minimax theorem.
- Randomization in one game theory.
- Difference from Bayesian approach.
- Invariance and minimaxity.
- Admissibility of invariant rules.
- Location and scale invariance.
- Pitman estimators.
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