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Some thoughts on Le Cam's statistical decision theory
likelihood ratios randomized estimators Skorohod-Dudley almost-sure representation Le Cam's statistical decision theory
2011/9/15
Abstract: The paper contains some musings about the abstractions introduced by Lucien Le Cam into the asymptotic theory of statistical inference and decision theory. A short, self-contained proof of a...
Abstract: We argue that, contrary to conventional wisdom, decision theory is not invariant to the physical environment in which a decision is made. Specifically, we show that a decision maker (DM) wit...