Abstract
The asymptotic form of the Bayes acceptance region is derived for testing simple null-hypotheses in multiparameter exponential families. This result suggests a reasonable definition for tests which might be called "almost-Bayes". The rate at which the risk of the Bayes test converges to zero is obtained, showing the nature of its dependence on the prior distribution and providing a basis for comparison of almost-Bayes procedures. Concluding remarks contain a brief discussion of some asymptotic consequences of poor prior guessing.
Citation
B. R. Johnson. D. R. Traux. "Asymptotic Behavior of Bayes Procedures for Testing Simple Hypotheses in Multiparameter Exponential Families." Ann. Statist. 6 (2) 346 - 361, March, 1978. https://doi.org/10.1214/aos/1176344129
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