Dominating decision rule

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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 δ1 and δ2 be two decision rules, and let R(θ,δ) be the risk of rule δ for parameter θ. The decision rule δ1 is said to dominate the rule δ2 if R(\theta,\delta_1)\le R(\theta,\delta_2) for all θ, and the inequality is strict for some θ.

See also Admissible decision rule.


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