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Erschienen in:
2010 | OriginalPaper | Buchkapitel
Experiment in Decision Problems
verfasst von : V. I. Ivanenko
Erschienen in: Decision Systems and Nonstochastic Randomness
Verlag: Springer New York
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So far, we have considered the case in which we know beforehand the set
Θ
of values of the unknown parameter θ and the function
L
, that is, the scheme
Z
= (
Θ
,
U
,
L
). It follows from Theorem 5.2 that for a univalent assignment of the criterion
L
Z
*
, it is sufficient to know as well the statistical regularity
P
on
Θ
describing the supposed behavior of θ ∈
Θ
. In this way, the pair
S
= (
Z
,
P
) becomes a complete description of the decision problem
T
= {
S
,
L
Z
*
} (Remark 5.1).