Abstract
We consider a standard Bayes decision situation except that with small probability the data may be irrelevant to the parameter of interest (i.e. the experiment is "biased"). The minimax solution under quite general assumptions is described and discussed.
Citation
Ya'acov Ritov. "Robust Bayes Decision Procedures: Gross Error in the Data Distribution." Ann. Statist. 13 (2) 626 - 637, June, 1985. https://doi.org/10.1214/aos/1176349543
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