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Admissibility in Four But Not in Five Dimensions of the Diffuse Prior Bayes Rule for the Control Problem

Zaman, Asad and Stein, Charles (1981) Admissibility in Four But Not in Five Dimensions of the Diffuse Prior Bayes Rule for the Control Problem. Social Science Working Paper, 391. California Institute of Technology , Pasadena, CA. (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20171004-145053972

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Abstract

It is shown that the Bayes decision rule corresponding to the prior of Lebesgue measure is admissible in dimension four but not in five for the control problem.


Item Type:Report or Paper (Working Paper)
Additional Information:We are indebted to Professor Kei Takeuchi for his encouragement and for some helpful conversations. This work was supported in part by NSF Grant SES79-13976 at the Institute for Mathematical Studies in the Social Sciences, Stanford University.
Group:Social Science Working Papers
Funders:
Funding AgencyGrant Number
NSFSES79-13976
Subject Keywords:Admissibility, Control Problem, Four Dimensions, Five Dimensions, Diffuse Prior, Bayes Rules
Series Name:Social Science Working Paper
Issue or Number:391
Record Number:CaltechAUTHORS:20171004-145053972
Persistent URL:https://resolver.caltech.edu/CaltechAUTHORS:20171004-145053972
Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:82079
Collection:CaltechAUTHORS
Deposited By: Jacquelyn Bussone
Deposited On:06 Oct 2017 20:00
Last Modified:03 Oct 2019 18:50

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