Journal of the Korean Statistical Society

  • 제25권1호
  • /
  • Pages.95-110
  • /
  • 1996
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Efficiency and Minimaxity of Bayes Sequential Procedures in Simple versus Simple Hypothesis Testing for General Nonregular Models

  • Hyun Sook Oh (Department of Statistics, Kyungwon University, Sungnam 461-701, Korea.) ;
  • Anirban DasGupta (Department of Statistics, Purdue: University, W. Lafayette, IN 47906.)
  • 발행 : 1996.03.01
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초록

We consider the question of efficiency of the Bayes sequential procedure with respect to the optimal fixed sample size Bayes procedure in a simple vs. simple testing problem for data coming from a general nonregular density b(.theta.)h(x)l(x < .theta.). Efficiency is defined in two different ways in these caiculations. Also, the minimax sequential risk (and minimax sequential stratage) is studied as a function of the cost of sampling.

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참고문헌

  1. Statistical Decision Theory and Bayesian Analysis(2nd Edition) Berger, J.
  2. Annals of Statistics v.8 Complete classes for sequential tests of Hypotheses Brown, L. D.;Cohen, A.;Strawderman, W. E.
  3. Mathematical Statistics: A Decision-Theoretic Approach Ferguson, T. S.
  4. Sequential Tests of Statistical Hypotheses Ghosh, B. K.
  5. Annals of Mathematical Statistics v.34 Asymptotically optimum sequential inference and design Kiffer, J.;Sacks, J.
  6. Sequential Analysis Wald, A.
  7. Statistical Decision Functions Wald, A.
  8. Annals of Mathematical Statistics v.19 Optimum charater of sequential probability ratio test Wald, A.;wolfowitz, J.