Bayes risk
= Bayes risk
{c}
{wiki}
For a prior $\pi$, the integrated risk is $r(\pi,\delta)=\int R(\theta,\delta)\,\pi(d\theta)$. Its infimum over decision rules is the Bayes risk, attained by a Bayes rule when one exists.
= Bayes risk
{c}
{wiki}
For a prior $\pi$, the integrated risk is $r(\pi,\delta)=\int R(\theta,\delta)\,\pi(d\theta)$. Its infimum over decision rules is the Bayes risk, attained by a Bayes rule when one exists.