Admissibility of invariant procedures. If a decision problem remains invariant under a finite group, and if there

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Admissibility of invariant procedures. If a decision problem remains invariant under a finite group, and if there exists a procedure δ0 that uniformly minimizes the risk among all invariant procedures, then δ0 is admissible.

[This follows from the identity R(θ, δ) = R(¯gθ, g∗δg−1) and the hint given in Problem 1.11(i).]

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Testing Statistical Hypotheses

ISBN: 9781441931788

3rd Edition

Authors: Erich L. Lehmann, Joseph P. Romano

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