Consider the problem of sequentially testing composite, contiguous hypotheses where the risk function is a linear combination of the probability of error in the terminal decision and the expected sample size. Assume that the common boundary of the closures of the null and the alternative hypothesis is compact. Observations are independent and identically distributed. We study properties of Bayes tests. One property is the exponential boundedness of the stopping time. Another property is continuity of the risk functions. The continuity property is used to establish complete class theorems as opposed to the essentially complete class theorems in Brown, Cohen and Strawderman.
@article{1176345473,
author = {Berk, R. H. and Brown, L. D. and Cohen, Arthur},
title = {Properties of Bayes Sequential Tests},
journal = {Ann. Statist.},
volume = {9},
number = {1},
year = {1981},
pages = { 678-682},
language = {en},
url = {http://dml.mathdoc.fr/item/1176345473}
}
Berk, R. H.; Brown, L. D.; Cohen, Arthur. Properties of Bayes Sequential Tests. Ann. Statist., Tome 9 (1981) no. 1, pp. 678-682. http://gdmltest.u-ga.fr/item/1176345473/