Wald's criterion (maximin criterion [1] ) is one of the criteria for decision making under conditions of uncertainty. The criterion of extreme pessimism .
According to Wald’s criterion, the optimal strategy is the one that guarantees the maximum gain in the worst conditions. Wald's criterion directs statistics to the most adverse conditions.
History
The Wald criterion was proposed by Abraham Wald in 1955 for samples of equal volume, and then extended to the case of samples of different sizes. [2] [ specify ]
Notes
- ↑ G.L. Brodetsky. System analysis in logistics, the choice in the face of uncertainty = "Chapter1. Maximin criterion (MM criterion or Wald criterion "). - Moscow: Academia, 2010 .-- S. 22 .-- 336 p. (inaccessible link)
- ↑ instrument.rf
See also
- Decision theory
- Minimax criterion
- Savage Criterion
- Hurwitz criterion