Testing of multialternative hypothesis under a priori uncertainty (Q1179609)
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scientific article; zbMATH DE number 25021
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| English | Testing of multialternative hypothesis under a priori uncertainty |
scientific article; zbMATH DE number 25021 |
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Testing of multialternative hypothesis under a priori uncertainty (English)
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26 June 1992
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A statistical decision problem with finite sets of parameters and decisions is considered. It is assumed that prior distributions belong to a given subset of distributions on the parameter set. Randomized decision procedures, which yield a minimax value to the deviation of average risk from Bayes risk for a given prior distribution, are considered as optimal. Conditions of optimality for the decision procedure and the least favorable prior distributions are given for this problem. A special case when the set of prior distributions is a polyhedron is investigated. In this case the conditions of optimality are transformed to a finite set of simultaneous equations and inequalities. Some examples of application problems and their solutions are given.
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multialternative hypotheses
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polyhedra
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randomized decision procedures
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average risk
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Bayes risk
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least favorable prior distributions
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inequalities
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0.8088101744651794
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0.7955495715141296
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