Namespaces
Variants
Actions

Bayesian decision function

From Encyclopedia of Mathematics
Revision as of 17:29, 7 February 2011 by 127.0.0.1 (talk) (Importing text file)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
Jump to: navigation, search

A rule (function) which associates with each result of a statistical experiment a decision 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
This article was adapted from an original article by A.N. Shiryaev (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article