MA60065: Decision Theory
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| MA60065 | |
|---|---|
| Course name | Decision Theory |
| Offered by | Mathematics |
| Credits | 4 |
| L-T-P | 3-1-0 |
| Previous Year Grade Distribution | |
| {{{grades}}} | |
| Semester | Autumn |
Syllabus
Syllabus mentioned in ERP
Prerequisite: Probability and StatisticsGames and statistical games, statistical decision problem, decision funcion, risk function, prior and posterior distribution, Bayes risk and Bayes rules, least favourable prior, minimaxity, admissibility and complete classes, admissibility of Bayes rules, existence of minimal complete class and Bayes rules, the supporting and separating hyperplane theorems, essential completeness of the class of nonrandomized rules, minimax and complete class theorems, solving for minimax rules, essential completeness of class of rules based on sufficient statistics, continuity of risk functions, invariant decision problems, admissible and minimax invariant decision rules.