Approximations to Bayesian sequential tests of composite hypotheses
From MaRDI portal
Publication:599466
DOI10.1214/aos/1176344679zbMath0414.62062MaRDI QIDQ599466
Publication date: 1979
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176344679
Hausdorff metric; composite hypotheses; approximations to Bayesian sequential tests; Bayes continuation region; convergence of sets; d-testability; log likelihood function
62C10: Bayesian problems; characterization of Bayes procedures
54B20: Hyperspaces in general topology
62L10: Sequential statistical analysis
62F05: Asymptotic properties of parametric tests
62L15: Optimal stopping in statistics
62C25: Compound decision problems in statistical decision theory
Related Items
A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis, Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis, On the bayes risk incurred by using asymptotic shapes