Stability and conditional Γ-minimaxity in Bayesian inference

Volume 22 / 1993

Marek Męczarski Applicationes Mathematicae 22 (1993), 117-122 DOI: 10.4064/am-22-1-117-122

Abstract

Two concepts of optimality corresponding to Bayesian robust analysis are considered: conditional Γ-minimaxity and stability. Conditions for coincidence of optimal decisions of both kinds are stated.

Authors

  • Marek Męczarski

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