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Least favorable prior

A least favorable prior maximizes the Bayes risk over the allowed priors. If a Bayes rule has constant risk equal to the minimax value, its prior is least favorable.

Ancestors (7)

  1. Bayes risk
  2. Statistical decision theory
  3. Statistical inference
  4. Probability and statistics
  5. Area of mathematics
  6. Mathematics
  7. Home

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