Invariancia de las reglas admisibles y Bayes respecto de transformaciones monótonas

• Autores: Francisco Criado Torralba
• Localización: Trabajos de estadística e investigación operativa, ISSN 0041-0241, Vol. 34, Nº. 2, 1983, págs. 3-12
• Idioma: español
• Títulos paralelos:
  • Invariance of admissible and Bayesian rules with respect to monotonic transformations
• Enlaces
  • Texto completo (pdf)
• Resumen

  • From an optimality point of view the solution of a decision problem is related to classes of optimal strategies: admissible, Bayes, etc. which are closely related to boundaries of the risk set S such as lower-boundary, Bayes boundary, positive Bayes boundary. In this paper we present some results concerning invariance properties of such boundaries when the set is transformed by means of a continuous monotonic increasing function W.