Application of an Extremization Method to a Linear Integral of a Statistical Decision Problem

G. Mastroeni
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G. Mastroeni: University of Pisa

Journal of Optimization Theory and Applications, 2001, vol. 109, issue 3, No 4, 539-555

Abstract: Abstract We consider the variational inequality that represents the first-order optimality condition for the class of variational problems with the property that the integrand in the objective functional does not depend on the derivative of the unknown function. This allows the development of an iterative method for solving the statistical decision problem of testing simple hypotheses.

Keywords: variational inequalities; linear integrals; decision problems (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1017511620852

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