Randomization

A statistical procedure in which a decision is randomly taken. Suppose that, given a realization of a random variable with values in a sample space , , one has to choose a solution from a measurable space , and suppose that a family of so-called transition probability distributions , , has been defined on such that the function is -measurable in for every fixed event . Then randomization is the statistical procedure of decision taking in which, given a realization of , the decision is made by drawing lots subject to the probability law .

References

[1]	N.N. [N.N. Chentsov] Čentsov, "Statistical decision rules and optimal inference" , Amer. Math. Soc. (1982) (Translated from Russian)

Comments

The statistical procedure of randomization is also called a randomized decision rule.

References

[a1]	J.O. Berger, "Statistical decision theory and Bayesian analysis" , Springer (1985)
[a2]	E.L. Lehmann, "Testing statistical hypotheses" , Wiley (1986)