Geodesic
Invariant decision procedures
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 309-331 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The paper deals with statistical model of decision theory which is invariant relative to some group of transformations. The minimax property of an optimal invariant decision procedure is proved under some conditions. The problem of finding an optimal invariant decision procedure is reduced to that of minimizing a numerical function on the decision space. A connection between this problem and the concept of the conjugate (fiducial) distribution family on the parameter space is discussed. The equality between sample and conjugate densities relative to a properly chosen measure is proved. Sufficient conditions are given for the existence of an invariant minimax decision procedure. 
@article{TVP_1975_20_2_a5,
     author = {G. P. Klimov and A. D. Kuz'min},
     title = {Invariant decision procedures},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {309--331},
     year = {1975},
     volume = {20},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a5/}
}
TY  - JOUR
AU  - G. P. Klimov
AU  - A. D. Kuz'min
TI  - Invariant decision procedures
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1975
SP  - 309
EP  - 331
VL  - 20
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a5/
LA  - ru
ID  - TVP_1975_20_2_a5
ER  - 
%0 Journal Article
%A G. P. Klimov
%A A. D. Kuz'min
%T Invariant decision procedures
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1975
%P 309-331
%V 20
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a5/
%G ru
%F TVP_1975_20_2_a5
G. P. Klimov; A. D. Kuz'min. Invariant decision procedures. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 2, pp. 309-331. http://geodesic.mathdoc.fr/item/TVP_1975_20_2_a5/