Asymptotics of the Bayes risk in discrimination between normal and uniform location-scale families

zbMATH Open0836.62007MaRDI QIDQ1903294

Alexander V. Nagaev

Publication date: 26 November 1995

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

asymptoticslikelihood ratiodeviation functionBayes risknormal familiesBayes ruleprobabilities of large deviationsconjugate distributionstudentized rangelocation-scale invariant setsuniform location-scale families

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

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