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inadmissible decision rule


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A decision rule that is never superior to a given alternative rule. Suppose that δ1 and δ2 are two decision rules and that the outcome of each rule is dependent on the values of the parameter vector θ. If, for all values of θ, the expected loss from using rule δ2 is at least as large as the loss from using rule δ1 and if it is greater for at least one value of θ, then the rule δ2 is described as being inadmissible.

Subjects: Probability and Statistics.


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