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Decision Theory

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Bayes Theory

Part of the book series: Springer Series in Statistics ((SSS))

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Abstract

Fisher (1922) compared two estimators by considering their distributions given an unknown parameter of interest. For example, in estimating a normal distribution mean the sample mean is unbiased with variance 2/π times the variance of the sample median, for all values of the distribution mean, so it is to be preferred to the sample median. Of course, it may be difficult in general to decide between the two families of distributions.

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Authors and Affiliations

  1. Department of Statistics, Yale University, Box 2179, Yale Station, New Haven, CT, 06520, USA

    J. A. Hartigan

Authors
  1. J. A. Hartigan
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© 1983 Springer-Verlag New York Inc.

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Hartigan, J.A. (1983). Decision Theory. In: Bayes Theory. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8242-3_6

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  • DOI: https://doi.org/10.1007/978-1-4613-8242-3_6

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4613-8244-7

  • Online ISBN: 978-1-4613-8242-3

  • eBook Packages: Springer Book Archive

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