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Technical Note—A Recursion Algorithm for Finding Pure Admissible Decision Functions in Statistical Decisions

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  • Herbert Moskowitz

    (Purdue University, West Lafayette, Indiana)

Abstract

This note develops a recursion algorithm for finding the set of ordinally admissible decision functions in statistical decision problems when such functions have a Cartesian product structure. An example is used to demonstrate the computations. The generality of the algorithm is discussed briefly, and some computational experience is presented.

Suggested Citation

  • Herbert Moskowitz, 1975. "Technical Note—A Recursion Algorithm for Finding Pure Admissible Decision Functions in Statistical Decisions," Operations Research, INFORMS, vol. 23(5), pages 1037-1042, October.
    • Handle: RePEc:inm:oropre:v:23:y:1975:i:5:p:1037-1042
    DOI: 10.1287/opre.23.5.1037
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