Extreme Points of Vector Functions

Several previous investigations have appeared in the literature which discuss the nature of the set T in »-dimensional space spanned by the vectors ifsdui, ■ ■ ■ , fsdp.n) where 5 ranges over all measurable sets. It was first shown by Liapounov that xi ui, • • ■ , un are atomless measures, then the set F is convex and closed. Extensions of this result were achieved by D. Blackwell [l] and Dvoretsky, Wald, and Wolfowitz [2]. A study of the extreme points in certain function spaces is made from which the theorems concerning the range of finite vector measures are deduced as special cases. However, the extreme point theorems developed here have independent interest. In addition, some results dealing with infinite direct products of function spaces are presented. Many of these ideas have statistical interpretation and applications in terms of replacing randomized tests by nonrandomized tests.