D-guaranteed discrimination of statistical hypotheses: a review of results and unsolved problems

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

zbMATH Keywords

sequential d-guaranteed tests

Mathematics Subject Classification ID

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

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• \(d\)-posterior concept of \(p\)-value
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• Probability matching priors: Higher order asymptotics
• Asymptotics of the necessary sample size in testing parametric hypotheses: \(d\)-posterior approach.
• 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
• Two Breakthroughs in the Theory of Statistical Decision Making
• Confidence Estimation within the Framework of the d-A Posteriori Approach
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