Two-Sided Sequential Tests
Loading...
Related Collections
Degree type
Discipline
Subject
sequential testing
total-positivity
complete class
monotone procedures
Statistics and Probability
total-positivity
complete class
monotone procedures
Statistics and Probability
Funder
Grant number
License
Copyright date
Distributor
Related resources
Contributor
Abstract
Let Xi be i.i.d. Xi∼Fθ. For some parametric families {Fθ}, we describe a monotonicity property of Bayes sequential procedures for the decision problem H0:θ = 0 versus H1:θ ≠ 0. A surprising counterexample is given in the case where Fθ is N(θ,1).
Advisor
Date Range for Data Collection (Start Date)
Date Range for Data Collection (End Date)
Digital Object Identifier
Series name and number
Publication date
1992
Journal title
The Annals of Statistics