For a security system, the risk assessment is an important metric to judge whether the protection effectiveness of a security system is good or not. In this paper, the security systems deployed in a guard field are regarded abstractly as a diagram of security network. Firstly a method about risk assessment based on entropy theory and Neyman-Pearson criterion is proposed. Secondly, the most vulnerable path formulation of a security network is described and a solution by utilizing the Dijkstra's shortest path algorithm is provided. The protection probability on the most vulnerable path is considered as the risk measure of a security network. Furthermore, we study the effects of some parameters on the risk and the breach protection probability and present simulations. Ultimately, we can gain insight about the risk of a security network.