Conditionally optimal weights of evidence

A weight of evidence is a calibrated statistic whose values in [0, 1] indicate the degree of agreement between the data and either of two hypothesis, one being treated as the null (H 0) and the other as the alternative (H 1). A value of zero means perfect agreement with the null, whereas a value of one means perfect agreement with the alternative. The optimality we consider is minimal mean squared error (MSE) under the alternative while keeping the MSE under the null below a fixed bound. This paper studies such statistics from a conditional point of view, in particular for location and scale models. © Springer-Verlag 2005.


Published in:
Acta Mathematicae Applicatae Sinica, 21, 2, 247-256
Year:
2005
ISSN:
01689673
Laboratories:




 Record created 2012-11-06, last modified 2018-03-17


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