Asymptotic Shapes of Bayes Sequential Testing Regions
Schwarz, Gideon
Ann. Math. Statist., Tome 33 (1962) no. 4, p. 224-236 / Harvested from Project Euclid
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The large-sample limiting shapes of the Bayes sequential testing regions of composite hypotheses are found explicityly. The result obtained is related to the Sequential Probability Ratio Test in the same way taht the likelihood ratio statistic for composite hypotheses is related to the Ne7man-Pearson test for simple hypotheses
Publié le : 1962-03-14
Classification:  
@article{1177704726,
     author = {Schwarz, Gideon},
     title = {Asymptotic Shapes of Bayes Sequential Testing Regions},
     journal = {Ann. Math. Statist.},
     volume = {33},
     number = {4},
     year = {1962},
     pages = { 224-236},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177704726}
}

Schwarz, Gideon. Asymptotic Shapes of Bayes Sequential Testing Regions. Ann. Math. Statist., Tome 33 (1962) no. 4, pp.  224-236. http://gdmltest.u-ga.fr/item/1177704726/