摘要: This article summarizes the basic elements of statistical decision theory as formulated by Wald, Neyman and Pearson, others. It briefly describes how these appear in common problems involving binomial normal distributions. The then some classical themes theory, including characterization admissible procedures, minimaxity, sequential problems, hypothesis testing, invariance, asymptotics. Finally, more contemporary theoretic developments are surveyed, Bayesian nonparametric function estimation.
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