Decision Theory: Course Outline

• Utility.
• Rewards.
• 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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