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Rate Risk Theory --Information Theoretic Approach to Statistical Decision--
Fumio KANAYA Shin'ichi OISHI
IEICE TRANSACTIONS (1976-1990)
Publication Date: 1986/05/25
Print ISSN: 0000-0000
Type of Manuscript: LETTER
Full Text: PDF>>
A function 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 under-lying 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.