Asymptotic Behavior of Bayes Tests and Bayes Risk

Johnson, B. R.; Truax, D. R.

Ann. Statist., Tome 2 (1974) no. 1, p. 278-294 / Harvested from Project Euclid

Résumé

In this paper the asymptotic behaviors of the Bayes test and Bayes risk are studied in both the one-sided and two-sided testing problems, where the independent observations are taken from one member of a one-parameter exponential family. Precise asymptotic expressions are found which show the Bayes procedure to be relatively insensitive to the prior distribution as the sample size increases to infinity.

Publié le : 1974-03-14
Classification: Bayes inference, asymptotic, exponential family, hypothesis testing, 62F05, 62F15

@article{1176342663,
     author = {Johnson, B. R. and Truax, D. R.},
     title = {Asymptotic Behavior of Bayes Tests and Bayes Risk},
     journal = {Ann. Statist.},
     volume = {2},
     number = {1},
     year = {1974},
     pages = { 278-294},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176342663}
}

Johnson, B. R.; Truax, D. R. Asymptotic Behavior of Bayes Tests and Bayes Risk. Ann. Statist., Tome 2 (1974) no. 1, pp.  278-294. http://gdmltest.u-ga.fr/item/1176342663/