2.0 KiB
2.0 KiB
| title | chunk | source | category | tags | date_saved | instance |
|---|---|---|---|---|---|---|
| Dominating decision rule | 1/1 | https://en.wikipedia.org/wiki/Dominating_decision_rule | reference | science, encyclopedia | 2026-05-05T12:22:28.121748+00:00 | kb-cron |
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 ==