A result due to Ray is extended to cover hypothesis testing problems in which samples are taken sequentially in pairs from two independent distributions of a one-dimensional univariate exponential family. In particular, for certain reasonable restrictions on losses and costs, an upper bound to the exact stage of truncation is obtained for a truncated Bayes procedure.
Publié le : 1979-11-14
Classification:
Tests of hypotheses,
sequential analysis,
exponential family,
truncated Bayes sequential procedures,
62L10,
62F05,
62F15
@article{1176344852,
author = {Mann, J. E. and Bratcher, T. L.},
title = {On Bayes Sequential Tests Regarding Two Koopman-Darmois Distributions: Bounds on the Maximum Sample Size},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 1339-1344},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344852}
}
Mann, J. E.; Bratcher, T. L. On Bayes Sequential Tests Regarding Two Koopman-Darmois Distributions: Bounds on the Maximum Sample Size. Ann. Statist., Tome 7 (1979) no. 1, pp. 1339-1344. http://gdmltest.u-ga.fr/item/1176344852/