Technical Note—A Recursion Algorithm for Finding Pure Admissible Decision Functions in Statistical Decisions
Herbert Moskowitz
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Herbert Moskowitz: Purdue University, West Lafayette, Indiana
Operations Research, 1975, vol. 23, issue 5, 1037-1042
Abstract:
This note develops a recursion algorithm for finding the set of ordinally admissible decision functions in statistical decision problems when such functions have a Cartesian product structure. An example is used to demonstrate the computations. The generality of the algorithm is discussed briefly, and some computational experience is presented.
Date: 1975
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:23:y:1975:i:5:p:1037-1042
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