The shape of Bayes tests of power one

DOI10.1214/AOS/1176350048zbMath0604.62078OpenAlexW1994124740MaRDI QIDQ1083163

Hans Rudolf Lerche

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350048

zbMATH Keywords

existenceBrownian motionupper and lower boundscomposite hypothesesminimal Bayes risksimple Bayes ruletest of power oneunknown drift

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (4)

Likelihood Ratio Identities and Their Applications to Sequential Analysis ⋮ A nonlinear parking problem ⋮ Local information and the design of sequential hypothesis tests ⋮ A martingale approach for detecting the drift of a Wiener process

This page was built for publication: The shape of Bayes tests of power one