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Bayes risk
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For a prior
π
, the integrated risk is
r
(
π
,
δ
)
=
∫
R
(
θ
,
δ
)
π
(
d
θ
)
. Its infimum over decision rules is the Bayes risk, attained by a Bayes rule when one exists.
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Least favorable prior
Bayes risk
29
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(6)
Statistical decision theory
Statistical inference
Probability and statistics
Area of mathematics
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