Timeline for Why efficiency matters?
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
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| Jun 6, 2018 at 4:19 | comment | added | whuber♦ | @Dave Most standard texts--Kiefer, Lehmann, etc.--will cover this. Bayes priors are used to establish the admissibility of many procedures. Kiefer has thoughtful comments about what this might entail in practice. | |
| Jun 6, 2018 at 3:48 | comment | added | Dave Harris | @whuber you comment that nothing in Frequentist theory precludes the use of a prior. Can you provide an example or a paper regarding this? I wanted to see how this would work. | |
| Sep 21, 2012 at 14:46 | history | edited | whuber♦ | CC BY-SA 3.0 |
added 96 characters in body
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| Oct 18, 2011 at 15:29 | vote | accept | mpiktas | ||
| Oct 17, 2011 at 14:08 | comment | added | whuber♦ | @mp Yes, exactly: An inadmissible procedure is dominated by some other procedure in the sense that the expected loss (risk) of the latter is less than or equal the risk of the former for all possible states of nature (distributions) and there are some states of nature where the inequality is strict. | |
| Oct 17, 2011 at 14:04 | comment | added | mpiktas | I just want to check, by admissibility you mean this? Thanks for the answer (+1), it is close to something I wanted to get. The argument about data collection is simple, yet very powerful. Concerning your last remark, yes, I just used AEE as an illustration to precise what I wanted to ask. | |
| Oct 17, 2011 at 13:53 | history | answered | whuber♦ | CC BY-SA 3.0 |