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.
|Number of pages||4|
|Journal||Transactions of the Institute of Electronics and Communication Engineers of Japan. Section E|
|Publication status||Published - 1986 May 1|
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