Statistical Decision Theory

  • James O. Berger
Part of the The New Palgrave book series (NPA)


Decision theory is the science of making optimal decisions in the face of uncertainty. Statistical decision theory is concerned with the making of decisions when in the presence of statistical knowledge (data) which sheds light on some of the uncertainties involved in the decision problem. The generality of these definitions is such that decision theory (dropping the qualifier ‘statistical’ for convenience) formally encompasses an enormous range of problems and disciplines. Any attempt at a general review of decision theory is thus doomed; all that can be done is to present a description of some of the underlying ideas.


Utility Function Decision Rule Decision Problem Prior Information Decision Theory 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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© Palgrave Macmillan, a division of Macmillan Publishers Limited 1990

Authors and Affiliations

  • James O. Berger

There are no affiliations available

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