Statistics Statistical decision theory Concept
Bayes risk
Summary
The Bayes risk of a decision rule is its risk function averaged over a prior distribution on the parameter. It reduces the comparison of rules to the comparison of single numbers. The smallest Bayes risk over all rules is the Bayes risk of the prior, and a rule attaining it is a Bayes estimator.
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| Tag | VEBDNCJJTN |
|---|---|
| URI | m2://VEBDNCJJTN |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62C10 |
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