Wyniki wyszukiwania - BazTech

Ograniczanie wyników

2 Probability and Mathematical Statistics

Znaleziono wyników: 2

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: Bayes risk

Sortuj według:

Ogranicz wyniki do:

Entropic upper bound for Bayes risk in the quantum case

Wieczorek R., Podsędkowska H.

Probability and Mathematical Statistics

2018

Vol. 38, Fasc. 2

429--440

The entropic upper bound for Bayes risk in a general quantum case is presented. We obtained generalization of the entropic Lower bound for probability of detection. Our result indicates upper bound for Bayes risk (in a particular case of loss function – for probability of detection) in a pretty general setting of an arbitrary finite von Neumann algebra. It is also shown under which condition the indicated upper bound is achieved.

Information inequalities for the Bayes risk of predictors

Kałuszka M.

Probability and Mathematical Statistics

2007

Vol. 27, Fasc. 2

167--179

The paper provides several lower bounds and an upper bound for the Bayes risk in statistical prediction theory. The bounds depend on the Fisher information or the bias of the Bayes predictor. The results improve and extend the inequalities of Brown and Gajek (1990), Takada (1999) and Koike (1999). As an application we evaluate the minimax risk in a problem of sequential prediction.