有關minimax的文章涵意?
『Bayes estimator provide a tool for
solving minimax problems. Thus Bayesian
considerations are helpful when choosing
an optimal frequentist estimator.
Viewed in this light, there is a synthesis
of the two approaches. The Bayesian
approach provides us with a mean of
constructing an estimator that has
optimal frequentist properties. This
synthesis highlights important features
of both the Bayesian and frequentist
approaches. The Bayesian paradigm is
well suited for the construction of
possibly optimal estimators, but is
less well suited for their evaluation.
The frequentist oaradigm is complementary,
as it is well suited for risk evaluations,
but less well suited for construction.
It is important to view these two
approaches and hence "Average risk
optimality" and "Minimaxity and admissibility"
as complementary rather than adversarial;
together they provide a rich set of tools
and techniques for the statisticaian.』
上面是書中的文章,好像是在說明很重要的概念
不過我卻一直搞不懂內容是在說什麼,雖然有點
長,拜託了解的人解釋一下內容的涵意,非常感謝了
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09/09 07:31, , 1F
09/09 07:31, 1F
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