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Risk of a decision rule
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Mathematics
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Probability and statistics
Statistical inference
Statistical decision theory
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Words: 19
For a model
{
P
θ
:
θ
∈
Θ
}
, loss
L
, and decision rule
δ
, the risk is
R
(
θ
,
δ
)
=
E
θ
L
(
δ
(
X
)
,
θ
)
.
(232)
Ancestors
(6)
Statistical decision theory
Statistical inference
Probability and statistics
Area of mathematics
Mathematics
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(1)
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