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On selecting the best natural exponential families with quadratic variance function

Author

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  • Abughalous, Mansour M.
  • Bansal, Naveen K.

Abstract

We consider a problem of selecting a best of k one parameter exponential families with quadratic variance functions which is associated with the largest mean. It is shown that the minimax value under the "0-1" loss function is 1 - 1/k. Also the Bayes rules are discussed under the "0-1" loss and the other loss functions.

Suggested Citation

  • Abughalous, Mansour M. & Bansal, Naveen K., 1995. "On selecting the best natural exponential families with quadratic variance function," Statistics & Probability Letters, Elsevier, vol. 25(4), pages 341-349, December.
    • Handle: RePEc:eee:stapro:v:25:y:1995:i:4:p:341-349
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    Cited by:

    1. Bansal Naveen K., 2007. "Decision theoretic Bayesian hypothesis testing with the selection goal," Statistics & Risk Modeling, De Gruyter, vol. 25(1/2007), pages 1-21, January.

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