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The general form of a model selection rule is given by \\(I_{\\underline f}(x)=(I_{f_ 1}(x),I_{f_ 2}(x))\\) where \\(f_ j\\) is a Borel function with \\(0\\leq f_ j(x)\\leq 1\\) for \\(j=1,2\\) and \\(I_{f_ j}(x)=1\\) with probability \\(f_ j(x)\\) and 0 with probability \\((1-f_ j(x))\\). It is shown that there exists a minimax model selection rule relative to a loss function which takes into account both inaccuracy and 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