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2020 On Bayes and Nash experimental designs for hypothesis testing problems
Satya Prakash Singh, Ori Davidov
Electron. J. Statist. 14(2): 3976-4003 (2020). DOI: 10.1214/20-EJS1763

Abstract

In this communication we examine the relationship between maxi–min, Bayes and Nash designs for some hypothesis testing problems. In particular we consider the problem of sample allocation in the standard analysis of variance framework and show that the maxi–min design is also a Bayes solution with respect to the least favourable prior, as well as a solution to a game theoretic problem, which we refer to as a Nash design. In addition, an extension to tests for order is provided.

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Satya Prakash Singh. Ori Davidov. "On Bayes and Nash experimental designs for hypothesis testing problems." Electron. J. Statist. 14 (2) 3976 - 4003, 2020. https://doi.org/10.1214/20-EJS1763

Information

Received: 1 October 2019; Published: 2020
First available in Project Euclid: 23 October 2020

zbMATH: 07270283
MathSciNet: MR4165936
Digital Object Identifier: 10.1214/20-EJS1763

Subjects:
Primary: 62K05

JOURNAL ARTICLE
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Vol.14 • No. 2 • 2020
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