On Equivariance and the Compound Decision Problem
等变性与复合决策问题
This paper obtains some extensions of Gilliland and Hannan's results on equivariance and the compound decision problem. Consider a compound decision problem with restricted component risk and component distributions in a norm compact set of mutually absolutely continuous probability measures. Then the method of proof of a theorem of Gilliland and Hannan translates the results of Mashayekhi on symmetrization of product measures into uniform convergence to zero of the excess…