Statistical Decision Theory and Related Topics V
The Fifth Purdue International Symposium on Statistical Decision The was held at Purdue University during the period of ory and Related Topics June 14-19,1992. The symposium brought together many prominent leaders and younger researchers in statistical d
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Shanti S. Gupta James O. Berger Editors
Statistical Decision Theory and Related Topics V With 68 Illustrations
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Shanti S. Gupta James O. Berger Department of Statistics Purdue University West Lafayette, IN 47907 USA
Library of Congress Cataloging-in-Publication Data Statistical decision theory and related topics VIShanti S. Gupta, James O. Berger, editors. p. cm. Papers of the Fifth Purdue International Symposium on Statistical Decision Theory and Related Topics held June 14-19, 1992, at Purdue University Includes bibliographical references. ISBN-13:978-l-4612-7609-8 e-ISBN-13:978-l-4612-26l8-5 DOl: 10.1 007/978-1-4612-2618-5 1. Statistical decision-Congresses. I. Gupta, Shanti Swarup, 1925. II. Berger, James O. III. Purdue International Symposium on Statistical Decision Theory and Related Topics (5th: 1992: Purdue University) QA279.4.S745 1994 519.5' 42-dc20 93-27603 Mathematics Subject Classification (1991); 62C05, 62-06
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© 1994 Springer-Verlag New York, Inc. Softcover reprint of the hardcover 1st edition 1994 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer-Verlag New York, Inc., 175 Fifth Avenue, New York, NY 10010, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc., in this publication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone. Production managed by Francine McNeill; manufacturing supervised by Vincent Scelta. Camera-ready copy prepared by the editors using LaTeX. 987654321
PREFACE
The Fifth Purdue International Symposium on Statistical Decision Theory and Related Topics was held at Purdue University during the period of June 14-19,1992. The symposium brought together many prominent leaders and younger researchers in statistical decision theory and related areas. The format of the Fifth Symposium was different from the previous symposia in that in addition to the 54 invited papers, there were 81 papers presented in contributed paper sessions. Of the 54 invited papers presented at the symposium, 42 are collected in this volume. The papers are grouped into a total of six parts: Part 1 - Retrospective on Wald's Decision Theory and Sequential Analysis; Part 2 - Asymptotics and Nonparametrics; Part 3 - Bayesian Analysis; Part 4 - Decision Theory and Selection Procedures; Part 5 - Probability and Probabilistic Structures; and Part 6 - Sequential, Adaptive, and Filtering Problems. While many of the papers in the volume give the latest theoretical developme
