RATE RISK THEORY - INFORMATION THEORETIC APPROACH TO STATISTICAL DECISION.

Fumio Kanaya, Shinichi Oishi

Research output: Contribution to journalArticle

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 languageEnglish
Pages (from-to)571-574
Number of pages4
JournalTransactions of the Institute of Electronics and Communication Engineers of Japan. Section E
VolumeE69
Issue number5
Publication statusPublished - 1986 May
Externally publishedYes

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Information theory
Decision theory

ASJC Scopus subject areas

  • Engineering(all)

Cite this

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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.",
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