{Pθ : θ ∈ Θ}

θ
Θ
Pθ θ∈Θ
Z.

a
A
a
θ
L (θ, a)
Θ×A
d:Z→A
= d( ) ∈ A
d( ) =
!
d( ) = d ( !)
d( )

R (θ, d) = Eθ [L (θ, d ( ))] .

!
= (Z1 , . . . , ZN )
θ
θ
θ
2
L (θ, a) = (θ − a) .
 ! "
2
R (θ, d) =Eθ (θ − d ( ))
! "
2
=Eθ (θ − Eθ [d ( )] − (d ( ) − Eθ [d ( )]))
2
= (θ − Eθ [d ( )]) − 2 (θ − Eθ [d ( )]) Eθ [d ( ) − Eθ [d ( )]]
! "
2
+ Eθ (d ( ) − Eθ [d ( )])
2
= (θ − Eθ [d ( )]) + Vθ (d ( )) .
2
(θ − Eθ [d ( )]) Vθ (d ( ))

θ
Θ

#
1, 0<θ<1
π (θ) = .
0,

N
$ 1−Zi
l ( | θ) = θZi (1 − θ)
i=1
N −SN
θSN (1 − θ) ,
%Z
SN = i=1 Zi
 θ =

l ( | θ) π (θ)
π ( θ| ) = & t=1
t=0
l ( | t) π (t) t
N −s
θsN (1 − θ) N

= & t=1 N −sN

t=0
tsN (1 − t) t
1 N −sN
= θsN (1 − θ) ,
β (sN + 1, N − sN + 1)
& t=1 α2 −1
β (α1 , α2 ) = t=0
tα1 −1 (1 − t) t

θ =

θ| = ∼ (sN + 1, N − sN + 1) .
α1 − 13
(α1 , α2 ) α1 +α2 − 23

sN + 23
= θ N + 43

sN
sN

sN + 1 (sN + 1) (N − sN + 1)
E [ θ| = ]= , V ( θ| = )= 2 .
N +2 (N + 2) (N + 3)

sN + 1
d ( )= ,
N +2

d ( ) θ

Nθ + 1 N θ (1 − θ)
Eθ [d ( )] = , Vθ (d ( )) = 2
N +2 (N + 2)

' (2
2θ − 1 N θ (1 − θ)
R (θ, d )= + 2 .
N +2 (N + 2)
 θ N = 10

θ
sN
d ( )= ,
N
θ (1 − θ) /N

θ
θ

θ θ∼ (1, 1)
θ∼ (α1 , α2 )

θ| = ∼ (sN + α1 , N − sN + α2 ) .

θ
α1 + α2
α1

α1 α2

)
N
α1 = α2 = .
4
 1
√
sN + 2 N
d ( )= √ .
N+ N

θ
N
R (θ, d )= √ +2 .
*
4 N+ N

θ
θ
θ ∼ (α1 , α2 )

sN + α1
d ( )=
N + α1 + α2
*s + ' (
N N α1 + α2 α1
= + ,
N + α1 + α2 N N + α1 + α2 α1 + α2
sN
θ d ( ) = N
α1
E [θ] = α1 +α2 .
θ
θ

' (2
Vθ (d ( )) N
= ≤ 1,
Vθ (d ( )) N + α1 + α2

θ∈Θ
 R (θ, d) = E [ L (θ, d ( ))| θ]
,
= L (θ, d ( )) f ( | θ) m ( ) ,

m
m
R ( )
Eθ [L (θ, d ( ))] E [ L (θ, d ( ))| θ]
θ

,
r (θ, d) = R (θ, d) π (θ) m (θ)
, ,
= L (θ, d ( )) f ( | θ) m ( ) π (θ) m (θ)
, -, .
= L (θ, d ( )) f ( | θ) π (θ) m (θ) m ( ) ,

,
dπ ( ) = L (θ, d ( )) f ( | θ) π (θ) m (θ)
a∈A
,
= L (θ, d ( )) π ( θ| ) m (θ) ,
a∈A

π ( θ| ) ∝ f ( | θ) π (θ)
d

, ! / "
2/
L (θ, a) π ( θ| ) m (θ) = Eθ (θ − a) / =
! / "
2/
= Eθ (θ − E [ θ| = ] − (a − E [ θ| = ])) / =
2
= (a − E [ θ| = ]) ,
 dπ ( ) = E [ θ| = ].
d ( ) *0 0 + d ( )
N N
θ ∼ 4, 4
θ ∼ (α1 , α2 ) α1 , α 2 → 0

R (θ, d) ,
d∈Aθ∈Θ

s = 1, . . . , S
sth
(s)
Wi ∼ (1, 1) , i = 1 . . . N.

N
1 (s)
Wi Zi ∼ (SN , 1)
i=1

N
1 (s)
Wi (1 − Zi ) ∼ (N − SN , 1) .
i=1

X∼ (α, δ) Y ∼ (β, δ)
X/ (X + Y ) ∼ (α, β)
%N (s)
(s) i=1 Wi Zi
θ̂ = % N (s)
∼ (SN , N − SN ) .
i=1 Wi
 θ̂(s)
θ 1/N
(s)
Vi
ith
N
1
(s) (s) (s)
Vi = Wi / Wj , i = 1, . . . , N.
j=1

! "
(s)
(N − 1) E Vi = 1
N

! / " 1 N
11
N
SN
/ (s)
E θ̂(s) / = Vi Z i = Zi = =d ( ).
i=1
n i=1
N

θ̂(s) s = 1, . . . , S
θ
θ̂(s)

θ∼ (0, 0) .

θ̂(1) , . . . , θ̂(S) . S