In this paper a bayesian criterion for comparing different experiments based on the maximization of the f*-Divergence is proposed and studied. After a general setting of the criterion, we prove that this criterion verifies the main properties that a criterion for comparing experiments must satisfy.
@article{urn:eudml:doc:39283,
title = {Las f*-divergencias como criterio bayesiano de comparaci\'on de experimentos.},
journal = {Stochastica},
volume = {13},
year = {1992},
pages = {75-87},
zbl = {0782.62010},
mrnumber = {MR1197329},
language = {es},
url = {http://dml.mathdoc.fr/item/urn:eudml:doc:39283}
}
Pardo, Julio A.; Menéndez, M.ª Luisa; Pardo, Leandro. Las f*-divergencias como criterio bayesiano de comparación de experimentos.. Stochastica, Tome 13 (1992) pp. 75-87. http://gdmltest.u-ga.fr/item/urn:eudml:doc:39283/