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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2005 Volume 50, Issue 3, Pages 594–597 (Mi tvp101)

This article is cited in 9 papers

Short Communications

On Dvoretzky–Wald–Wolfowitz theorem on nonrandomized statistical decisions

E. A. Feinberga, A. B. Piunovskiyb

a Institute for Mathematical Sciences, Stony Brook University
b University of Liverpool

Abstract: The result by Dvoretzky, Wald, and Wolfowitz on the sufficiency of nonrandomized decision rules for statistical decision problems with nonatomic state distributions holds for arbitrary Borel decision sets and for arbitrary measurable loss functions.

Keywords: decision rule, nonatomic measure, nonrandomized decision rule, equivalent decision rules.

Received: 01.06.2005

DOI: 10.4213/tvp101


 English version:
Theory of Probability and its Applications, 2006, 50:3, 463–466

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