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Thumbnail for entry Loss Function Optimality for Interval Estimation

Loss Function Optimality for Interval Estimation

duration 13 minutes 7 seconds

Loss Function Optimality for Interval Estimation

Loss Function Optimality for Interval Estimation

Loss Function Optimality for Interval Estimation

Loss function for confidence sets (or credible sets) combines the maximum coverage probability and shortest interval criteria into one function - the loss function. The optimal interval will…

action space
decision rule
loss function
risk function
From  Jane Harvill 170 plays 0  
Thumbnail for entry Loss Function Optimality

Loss Function Optimality

duration 12 minutes 27 seconds

Loss Function Optimality

Loss Function Optimality

Loss Function Optimality

A decision-theoretic approach to evaluating a hypothesis test involves optimizing a loss function whose action space contains only two elements. The loss function is a two-part function that takes…

action space
decision rule
loss function
risk function
cost
type i error
type ii error
generalized loss function
generalized 0-1 loss function
From  Jane Harvill 102 plays 0