This article is cited in 4 papers

Short Communications

On invariance of Bayes estimates for generalized random variables

V. V. Buldygin

Kiev

Abstract: The conditional expectation is shown to be the best estimate for a wide class of risk functions in the Bayes scheme for Gaussian random variables in a separable Banach space.

Received: 08.05.1975

 English version: Theory of Probability and its Applications, 1977, 22:1, 172–175

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