Difference between revisions of "Bayesian decision function"
From Encyclopedia of Mathematics
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| − | A rule (function) | + | A rule (function) $\delta = \delta(x)$ which associates with each result $x$ of a statistical experiment a decision $\delta(x)$ with values in a given set of decisions, and which attains the minimum expected loss as defined in the framework of the [[Bayesian approach|Bayesian approach]] to statistical problems. |
Latest revision as of 17:33, 15 February 2013
A rule (function) $\delta = \delta(x)$ which associates with each result $x$ of a statistical experiment a decision $\delta(x)$ with values in a given set of decisions, and which attains the minimum expected loss as defined in the framework of the Bayesian approach to statistical problems.
How to Cite This Entry:
Bayesian decision function. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Bayesian_decision_function&oldid=29438
Bayesian decision function. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Bayesian_decision_function&oldid=29438
This article was adapted from an original article by A.N. Shiryaev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article