Bayes estimator

Bayes estimator

Jesse Russell Ronald Cohn

     

бумажная книга



ISBN: 978-5-5083-5156-4

High Quality Content by WIKIPEDIA articles! In estimation theory and decision theory, a Bayes estimator or a Bayes action is an estimator or decision rule that minimizes the posterior expected value of a loss function (i.e., the posterior expected loss). Equivalently, it maximizes the posterior expectation of a utility function. An alternative way of formulating an estimator within Bayesian statistics is Maximum a posteriori estimation.