RATE RISK THEORY - INFORMATION THEORETIC APPROACH TO STATISTICAL DECISION.

被引：0

作者：

Kanaya, Fumio ^{[1
]}

Oishi, Shin'ichi ^{[1
]}

机构：

[1] NTT, Mushashino, Jpn, NTT, Mushashino, Jpn

来源：

Transactions of the Institute of Electronics and Communication Engineers of Japan. Section E | 1986年 / E69卷 / 05期

关键词：

INFORMATION THEORY;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A function of R(L), named a rate-risk function, is introduced in the field of statistical decision theory. It specifies the minimal permissible rate R at which information about underlying uncertainties must be conveyed to the decision maker in order to achieve the prescribed value L of the Bayes risk. Fundamental properties are also clarified for the rate-risk function.

引用

页码：571 / 574

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