Expertises : procédures statistiques d'aide à la décision

dc.creatorMorel, Guy
dc.date2006-02-27
dc.date.accessioned2026-07-07T08:07:35Z
dc.date.available2026-07-07T08:07:35Z
dc.descriptionIn this study, we introduce a new approach to statistical decision theory. Without using a loss function, we select good decision rules to choice between two hypotheses. We call them "experts". They are globally unbiased but also conditionally unbiased on a family of events. We do not try to define the best expert. We define a probability distribution on the space of "experts". The measure of evidence for a hypothesis is the inductive probability of experts that decide this hypothesis, we call this measure: a "vote". We compare this point of view with the p-values. For some family of hypotheses, the "votes" can define a probability on the space of parameters. We compare these results with the Bayes posterior distributions. We study in detail real-parameter families of distributions with monotone likelihood ratio and multiparameter exponential families.
dc.identifierhttps://arxiv.org/abs/math/0602611
dc.identifierhttp://arxiv.org/abs/math/0602611
dc.identifierExpertises : procédures statistiques d'aide à la décision (1997) 175
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/130982
dc.subjectStatistics Theory
dc.subject62A, 62C, 62f, 62P
dc.titleExpertises : procédures statistiques d'aide à la décision
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