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Risk of a decision rule

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Statistical inference Statistical decision theory
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
For a model {Pθ​:θ∈Θ}, loss L, and decision rule δ, the risk is
R(θ,δ)=Eθ​L(δ(X),θ).
(1)

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  1. Statistical decision theory
  2. Statistical inference
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
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 Incoming links (3)

  • Absolute-error loss
  • Past exam of the mathematics course of the University of Cambridge / 2020 / ii / Paper 1 / 29J / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2025 / ii / Paper 3 / 28L / b / i / Solution

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