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Diff — Decision theory

Revision #3318 → #3973 · back to history

modifiedExpected valuefcb1b6c0b822
FieldFrom #3318To #3973
noteThe expectation of a random variable is captured by the Bochner integral against a probability measure, but Mathlib does not provide a dedicated decision-theoretic `expectedValue` definition.Expectation of a random variable is captured by the Bochner integral `MeasureTheory.integral` against a probability measure, but there is no dedicated decision-theoretic `expectedValue` definition.
addedLaw of large numbers (heads/tails equalize in the long run)e2a03be33259
addedBayesian probability / Bayes' rule683230a5ad35
addedLoss function9d58de6fbf7d
addedMinimax decision rule74198ff65ceb