Influence of the prior distribution on the risk of the Bayes rule (Q1209208)
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English | Influence of the prior distribution on the risk of the Bayes rule |
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Influence of the prior distribution on the risk of the Bayes rule (English)
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16 May 1993
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The risk influence function is defined and studied. The relationship between unimodal prior distributions and the shape of the frequentist risk is examined.
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directional derivative
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Bayes rule
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convexity
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peakedness
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risk influence function
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unimodal prior distributions
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frequentist risk
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