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March, 1974 Asymptotic Behavior of Bayes Tests and Bayes Risk
B. R. Johnson, D. R. Truax
Ann. Statist. 2(2): 278-294 (March, 1974). DOI: 10.1214/aos/1176342663

Abstract

In this paper the asymptotic behaviors of the Bayes test and Bayes risk are studied in both the one-sided and two-sided testing problems, where the independent observations are taken from one member of a one-parameter exponential family. Precise asymptotic expressions are found which show the Bayes procedure to be relatively insensitive to the prior distribution as the sample size increases to infinity.

Citation

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B. R. Johnson. D. R. Truax. "Asymptotic Behavior of Bayes Tests and Bayes Risk." Ann. Statist. 2 (2) 278 - 294, March, 1974. https://doi.org/10.1214/aos/1176342663

Information

Published: March, 1974
First available in Project Euclid: 12 April 2007

zbMATH: 0275.62021
MathSciNet: MR362588
Digital Object Identifier: 10.1214/aos/1176342663

Subjects:
Primary: 62F05
Secondary: 62F15

Keywords: asymptotic , Bayes inference , exponential family , Hypothesis testing

Rights: Copyright © 1974 Institute of Mathematical Statistics

Vol.2 • No. 2 • March, 1974
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