The lack of consistency for statistical decision procedures

Haunsperger, D.B. & Saari, D.G. (1991). The lack of consistency for statistical decision procedures. The American Statistician 45 (3) 252-255.

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Abstract

Simpson's paradox exhibits seemingly deviant behavior where the data generated in independent experiments support a common decision, but the aggregated data support a different outcome. It is shown that this kind of inconsistent behavior occurs with many, if not most, statistical decision processes. Examples are given for the Kruskal-Wallis test and a Bayesian decision problem. A simple theory is given that permits one to determine whether a given decision process admits such inconsistencies, to construct examples, and to find data restrictions that avoid such outcomes.

Item Type:	Article
Uncontrolled Keywords:	Bayesian decision theory; Kruskal-Wallis test; Simpson's paradox
Research Programs:	World Population (POP)
Bibliographic Reference:	The American Statistician; 45(3):252-255 (August 1991)
Depositing User:	IIASA Import
Date Deposited:	15 Jan 2016 02:00
Last Modified:	27 Aug 2021 17:13
URI:	https://pure.iiasa.ac.at/3460

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