Necessary and sufficient conditions for bounded stopping time of sequential bayes tests in one parameter exponential families1

DOI10.1080/07474948208836006MaRDI QIDQ3968331zbMATH OpenOpenAlexFDO

Authors Arthur Cohen, Ester Samuel-Cahn

Publication date 1982

Published in Communications in Statistics. Part C: Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948208836006

zbMATH Keywords

admissibility of sequential probability ratio testsbounded stopping timenecessary and sufficient conditionsone- parameter exponential familysequential Bayes testsunbounded stopping time

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

This page was built for publication: Necessary and sufficient conditions for bounded stopping time of sequential bayes tests in one parameter exponential families¹

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3968331)