Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 175-179
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V. V. Buldygin. On invariance of Bayes estimates for generalized random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 22 (1977) no. 1, pp. 175-179. http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a18/
@article{TVP_1977_22_1_a18,
author = {V. V. Buldygin},
title = {On invariance of {Bayes} estimates for generalized random variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {175--179},
year = {1977},
volume = {22},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a18/}
}
TY - JOUR
AU - V. V. Buldygin
TI - On invariance of Bayes estimates for generalized random variables
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1977
SP - 175
EP - 179
VL - 22
IS - 1
UR - http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a18/
LA - ru
ID - TVP_1977_22_1_a18
ER -
%0 Journal Article
%A V. V. Buldygin
%T On invariance of Bayes estimates for generalized random variables
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1977
%P 175-179
%V 22
%N 1
%U http://geodesic.mathdoc.fr/item/TVP_1977_22_1_a18/
%G ru
%F TVP_1977_22_1_a18
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.
