Approximations to Bayesian sequential tests of composite hypotheses

DOI10.1214/AOS/1176344679zbMath0414.62062OpenAlexW1964604622MaRDI QIDQ599466

Robert Fortus

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1214/aos/1176344679

zbMATH Keywords

Hausdorff metriccomposite hypothesesapproximations to Bayesian sequential testsBayes continuation regionconvergence of setsd-testabilitylog likelihood function

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Hyperspaces in general topology (54B20) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15) Compound decision problems in statistical decision theory (62C25)

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A Modification of schwarz's sequential likelihood ratio tests in multivariate sequential analysis ⋮ Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis ⋮ On the bayes risk incurred by using asymptotic shapes

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