Bounds for the Bayes risk for testing sequentially the sign of the drift parameter of a Wiener process

DOI10.1214/AOS/1176346729zbMath0543.62057OpenAlexW2076018745MaRDI QIDQ796226

Yi-Ching Yao, Ashim K. Mallik

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1214/aos/1176346729

zbMATH Keywords

Wiener processstopping timesnormal priorlower bound for the Bayes risk

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Sequential statistical analysis (62L10)

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