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Constant-risk limit-of-Bayes-risk criterion

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Statistical decision theory Minimax decision rule
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
If a rule has constant risk r and a sequence of priors has Bayes risks tending to r, then the rule is minimax. Every competing rule has worst-case risk at least every one of those Bayes risks.

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  1. Minimax decision rule
  2. Statistical decision theory
  3. Statistical inference
  4. Probability and statistics
  5. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2025 / ii / Paper 3 / 28L / b / ii / Solution

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