Bayesian decision function

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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.

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Bayesian decision function. Encyclopedia of Mathematics. URL:
This article was adapted from an original article by A.N. Shiryaev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article