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    No Data Decision Problem Question 1

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    Iam Leong
    This document discusses a no-data decision problem with 6 actions and 2 states of nature. It provides the loss function and asks to (a) find inadmissible actions, (b) determine the minimax pure action, (c) find the minimax mixed action, (d) determine the Bayes action for a given prior distribution, (e) identify the least favorable distribution, and (f) distributions where the Bayes action is not unique. The solution identifies a2 and a3 as inadmissible, a6 as the minimax pure action, a mixed action of a5 and a6 as minimax, and the Bayes action depends on the prior probability w. It also provides the least favorable distribution and two prior

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    No Data Decision Problem Question 1

    Uploaded by

    Iam Leong
    117 views3 pages
    This document discusses a no-data decision problem with 6 actions and 2 states of nature. It provides the loss function and asks to (a) find inadmissible actions, (b) determine the minimax pure action, (c) find the minimax mixed action, (d) determine the Bayes action for a given prior distribution, (e) identify the least favorable distribution, and (f) distributions where the Bayes action is not unique. The solution identifies a2 and a3 as inadmissible, a6 as the minimax pure action, a mixed action of a5 and a6 as minimax, and the Bayes action depends on the prior probability w. It also provides the least favorable distribution and two prior

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    No Data Decision Problem Answer

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    This document discusses a no-data decision problem with 6 actions and 2 states of nature. It provides the loss function and asks to (a) find inadmissible actions, (b) determine the minimax pure action, (c) find the minimax mixed action, (d) determine the Bayes action for a given prior distribution, (e) identify the least favorable distribution, and (f) distributions where the Bayes action is not unique. The solution identifies a2 and a3 as inadmissible, a6 as the minimax pure action, a mixed action of a5 and a6 as minimax, and the Bayes action depends on the prior probability w. It also provides the least favorable distribution and two prior

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    117 views3 pages

    No Data Decision Problem Question 1

    Uploaded by

    Iam Leong
    This document discusses a no-data decision problem with 6 actions and 2 states of nature. It provides the loss function and asks to (a) find inadmissible actions, (b) determine the minimax pure action, (c) find the minimax mixed action, (d) determine the Bayes action for a given prior distribution, (e) identify the least favorable distribution, and (f) distributions where the Bayes action is not unique. The solution identifies a2 and a3 as inadmissible, a6 as the minimax pure action, a mixed action of a5 and a6 as minimax, and the Bayes action depends on the prior probability w. It also provides the least favorable distribution and two prior

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    Leong YK & Wong WY Introduction to Statistical Decisions 1

    Chapter 2
    No Data Decision Problems
    Examples
    2.1 Consider a no-data problem with six available actions, two states of
    nature, and the loss function given in the following table

    a1 a2 a3 a4 a5 a6
    1 2 5 4 6 1 3
    2 4 3 3 1 5 2

    (a) List all the inadmissible pure actions


    (b) Find the minimax pure action.

    (c) Determine the minimax mixed action.

    (d) Suppose that the decision maker prior belief of the states of natureis
    given as follows;
     : P(  1)  w , P(  2 )  1  w , 0  w  1.
    Determine the Bayes action against  .

    (e) What is the least favorable distribution of the decision maker?


    (f) Find all the prior distributions so that the Bayes action is not unique.
    Leong YK & Wong WY Introduction to Statistical Decisions 2

    Solution

    (a) Inadmissible pure actions : a2 and a3 .


    (b) Mimimax pure action : a6 .
    (c) It is easily seen that the minimax mixed action is a mixture of
    actions a5 and a6 , say
    ~
    p  p  a5  (1  p)  a6 
    where p is determined by equation L(1, ~p )  L( 2 , ~p ) , i.e.,
    p  3(1  p)  5 p  2(1  p) or p  1 / 5
    1 4
    Answer : ~p   a5    a6  .
    5 5
    (d) The Bayes action against  must be one of the admissible
    actions
    L( , a1 )  2 w  4(1  w)
    L( , a4 )  6w  (1  w)
    L( , a5 )  w  5(1  w)
    L( , a6 )  3w  2(1  w)
    Leong YK & Wong WY Introduction to Statistical Decisions 3

    The Bayes action against the prior distribution  is given by


    a 4 , 0  w  1/ 4

    a  a6 , 1/ 4  w  3 / 5.
    a 3/ 5  w  1
     5 ,
    (e) The least favorable distribution is
     L : P(  1 )  3 / 5 , P(   2 )  2 / 5
    (f) The prior distributions for which the Bayes action is NOT
    unique are
    1 : P(  1 )  1 / 4 , P(   2 )  3 / 4
     2 : P(  1 )  3 / 5 , P(   2 )  2 / 5

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