Robust Bayes decision procedures: gross error in the data distribution (Q1066580)
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scientific article; zbMATH DE number 3925993
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Bayes decision procedures: gross error in the data distribution |
scientific article; zbMATH DE number 3925993 |
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Robust Bayes decision procedures: gross error in the data distribution (English)
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1985
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Standard Bayes decision situation except that with small probability the data may be irrelevant to the parameter of interest is considered. The riskiness of a decision procedure is measured by the prior risk. The minimax solution under quite general assumptions is described and discussed. The situation is illustrated on several practical and theoretical examples.
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robust Bayes
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bias
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prior risk
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