2. Decision-making criteria
Statistical decision theory is classically designed to solve problems of choice between several hypotheses. When the number of hypotheses is finite, we speak of "detection"; when the number of hypotheses is infinite, we speak of "estimation". We will discuss these two points in the following paragraphs.
The starting point is an observation X that summarizes the elements available to make the decision. It will therefore be a point in the observation space Ω. The observation is assumed to be distributed over Ω according to a probability density pj (x ) in the case of the hypothesis noted Hj. The aim of decision theory (figure 1) is to define a partition of the observation space such that, if the observation belongs to the subset...
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Decision-making criteria
Appendix: MiniMax criteria
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