Peter de Blanc, I don’t have an example, just a vague memory of reading about minimax-optimal decision rules in J. O. Berger’s Statistical Decision Theory and Bayesian Analysis. (That same text notes that minimax rules are Bayes rules under the assumption that your opponent is out to get you.)
Peter de Blanc, I don’t have an example, just a vague memory of reading about minimax-optimal decision rules in J. O. Berger’s Statistical Decision Theory and Bayesian Analysis. (That same text notes that minimax rules are Bayes rules under the assumption that your opponent is out to get you.)