A Minimum Average Risk Solution for the Problem of Choosing the Largest Mean

A Minimum Average Risk Solution for the Problem of Choosing the Largest Mean
Author: Richard Park Bland
Publisher:
Total Pages: 196
Release: 1961
Genre: Analysis of variance
ISBN:

The problem of choosing the largest of n means is considered as a multiple decision problem which is generated from n component two-decision problems. With additive losses Bayes rules for the component problems yield Bayes rules for the multiple decision problem. Some properties of these Bayes rules are found. Also a co servativenear-Bayes rule is presented with tabled values for any number of means. (Author).

Multiple Decision Procedures

Multiple Decision Procedures
Author: Shanti S. Gupta
Publisher: SIAM
Total Pages: 592
Release: 2002-01-01
Genre: Mathematics
ISBN: 0898715326

An encyclopaedic coverage of the literature in the area of ranking and selection procedures. It also deals with the estimation of unknown ordered parameters. This book can serve as a text for a graduate topics course in ranking and selection. It is also a valuable reference for researchers and practitioners.

Revisiting Risk-Weighted Assets

Revisiting Risk-Weighted Assets
Author: Vanessa Le Leslé
Publisher: International Monetary Fund
Total Pages: 50
Release: 2012-03-01
Genre: Business & Economics
ISBN: 1475502656

In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.

A Record of Research

A Record of Research
Author: University of North Carolina (1793-1962) Institute of Statistics
Publisher:
Total Pages: 68
Release: 1959-07
Genre: Statistics
ISBN:

Biometrics

Biometrics
Author:
Publisher:
Total Pages: 1092
Release: 1975
Genre: Biology
ISBN:

Emphasizes the role of statistics and mathematics in the biological sciences.