Rate Risk Theory --Information Theoretic Approach to Statistical Decision--

Fumio KANAYA  Shin'ichi OISHI  

Publication
IEICE TRANSACTIONS (1976-1990)   Vol.E69   No.5   pp.571-574
Publication Date: 1986/05/25
Online ISSN: 
DOI: 
Print ISSN: 0000-0000
Type of Manuscript: LETTER
Category: General
Keyword: 


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Summary: 
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.