Displaying similar documents to “Optimal sequential procedures with Bayes decision rules”

Optimal sequential multiple hypothesis tests

Andrey Novikov (2009)

Kybernetika

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This work deals with a general problem of testing multiple hypotheses about the distribution of a discrete-time stochastic process. Both the Bayesian and the conditional settings are considered. The structure of optimal sequential tests is characterized.

Optimal sequential multiple hypothesis testing in presence of control variables

Andrey Novikov (2009)

Kybernetika

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Suppose that at any stage of a statistical experiment a control variable X that affects the distribution of the observed data Y at this stage can be used. The distribution of Y depends on some unknown parameter θ , and we consider the problem of testing multiple hypotheses H 1 : θ = θ 1 , H 2 : θ = θ 2 , ... , H k : θ = θ k allowing the data to be controlled by X , in the following sequential context. The experiment starts with assigning a value X 1 to the control variable and observing Y 1 as a response. After some analysis, another...

Sequential estimation of survival functions with a neutral to the right process prior

Domingo Morales, Leandro Pardo, Vicente Quesada (1994)

Applications of Mathematics

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In this work, a parametric sequential estimation method of survival functions is proposed in the Bayesian nonparametric context when neutral to the right processes are used. It is proved that the mentioned method is an 1-SLA rule when Dirichlet processes are used; furthermore, asymptotically pointwise optimal procedures are obtained. Finally, an example is given.