D-guaranteed discrimination of statistical hypotheses: a review of results and unsolved problems
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Publication:1708343
DOI10.1007/S10958-017-3643-6zbMath1387.62094OpenAlexW2779950664MaRDI QIDQ1708343
D. S. Simushkin, S. V. Simushkin, Igor N. Volodin
Publication date: 5 April 2018
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-017-3643-6
Bayesian inference (62F15) Sequential statistical analysis (62L10) Compound decision problems in statistical decision theory (62C25)
Related Items (5)
On the d-posterior approach to the multiple testing problem ⋮ Asymptotics of the Minimum Sufficient Number of Observations for $d$-Guaranteed Discrimination of Two-Sided Hypotheses ⋮ Asymptotic of the necessary sample size in the two hypotheses discrimination problem ⋮ Sequentual first-crossing look-ahead procedure for selecting a population with the largest mean in normal-normal model ⋮ On the Expected Stopping Time of the Universal d-Guaranteeing Procedure for Distinguishing Two Hypotheses
Cites Work
- Empirical estimates with minimal \(d\)-risk for discrete exponential families
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- \(d\)-posterior concept of \(p\)-value
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- Asymptotic Optimality of the Sequential d-Guaranty Test
- Empirical Estimate with Uniformly Minimal d-Risk for Bernoulli Trials Success Probability
- Local Asymptotic Efficiency of a Sequential Probability Ratio Testfor d-Guarantee Discriminationof Composite Hypotheses
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- Confidence Estimation within the Framework of the d-A Posteriori Approach
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