Open Access
May, 1981 Properties of Bayes Sequential Tests
R. H. Berk, L. D. Brown, Arthur Cohen
Ann. Statist. 9(3): 678-682 (May, 1981). DOI: 10.1214/aos/1176345473

Abstract

Consider the problem of sequentially testing composite, contiguous hypotheses where the risk function is a linear combination of the probability of error in the terminal decision and the expected sample size. Assume that the common boundary of the closures of the null and the alternative hypothesis is compact. Observations are independent and identically distributed. We study properties of Bayes tests. One property is the exponential boundedness of the stopping time. Another property is continuity of the risk functions. The continuity property is used to establish complete class theorems as opposed to the essentially complete class theorems in Brown, Cohen and Strawderman.

Citation

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R. H. Berk. L. D. Brown. Arthur Cohen. "Properties of Bayes Sequential Tests." Ann. Statist. 9 (3) 678 - 682, May, 1981. https://doi.org/10.1214/aos/1176345473

Information

Published: May, 1981
First available in Project Euclid: 12 April 2007

zbMATH: 0478.62066
MathSciNet: MR615445
Digital Object Identifier: 10.1214/aos/1176345473

Subjects:
Primary: 62L10
Secondary: 62C10 , 62L15

Keywords: Bayes test , exponential family , exponentially bounded stopping times , Hypothesis testing , sequential tests

Rights: Copyright © 1981 Institute of Mathematical Statistics

Vol.9 • No. 3 • May, 1981
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