RATE RISK THEORY - INFORMATION THEORETIC APPROACH TO STATISTICAL DECISION.

Fumio Kanaya; Shin'ichi Oishi

RATE RISK THEORY - INFORMATION THEORETIC APPROACH TO STATISTICAL DECISION.

^*Corresponding author for this work

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Abstract

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.

Original language	English
Pages (from-to)	571-574
Number of pages	4
Journal	Transactions of the Institute of Electronics and Communication Engineers of Japan. Section E
Volume	E69
Issue number	5
Publication status	Published - 1986 May
Externally published	Yes

ASJC Scopus subject areas

Engineering(all)

Cite this

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title = "RATE RISK THEORY - INFORMATION THEORETIC APPROACH TO STATISTICAL DECISION.",

abstract = "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.",

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RATE RISK THEORY - INFORMATION THEORETIC APPROACH TO STATISTICAL DECISION.

Abstract

ASJC Scopus subject areas

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