Misplaced Pages

Dominating decision rule

Article snapshot taken from Wikipedia with creative commons attribution-sharealike license. Give it a read and then ask your questions in the chat. We can research this topic together.
Rule that is never worse and sometimes better

In decision theory, a decision rule is said to dominate another if the performance of the former is sometimes better, and never worse, than that of the latter.

Formally, let δ 1 {\displaystyle \delta _{1}} and δ 2 {\displaystyle \delta _{2}} be two decision rules, and let R ( θ , δ ) {\displaystyle R(\theta ,\delta )} be the risk of rule δ {\displaystyle \delta } for parameter θ {\displaystyle \theta } . The decision rule δ 1 {\displaystyle \delta _{1}} is said to dominate the rule δ 2 {\displaystyle \delta _{2}} if R ( θ , δ 1 ) R ( θ , δ 2 ) {\displaystyle R(\theta ,\delta _{1})\leq R(\theta ,\delta _{2})} for all θ {\displaystyle \theta } , and the inequality is strict for some θ {\displaystyle \theta } .

This defines a partial order on decision rules; the maximal elements with respect to this order are called admissible decision rules.

References

  1. ^ Abadi, Mongi; Gonzalez, Rafael C. (1992), Data Fusion in Robotics & Machine Intelligence, Academic Press, p. 227, ISBN 9780323138352.
Stub icon

This statistics-related article is a stub. You can help Misplaced Pages by expanding it.

Categories: