Bhattacharyya-Type Information Inequality for the Bayes Risk

Shintaro Hashimoto and Ken-Ichi Koike

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 24, 5213-5224

Abstract: Lower bounds for the Bayes risk are obtained. The bounds improve the Brown-Gajek bound and the asymptotic expression is derived. As an application of the bound, lower bounds for the local minimax and Bayes prediction risk are also given.

Date: 2015
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DOI: 10.1080/03610926.2013.810265

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