Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Efficiency and Minimaxity of Bayes Sequential Procedures in Simple versus Simple Hypothesis Testing for General Nonregular Models

  • Hyun Sook Oh (Department of Statistics, Kyungwon University, Sungnam 461-701, Korea.) ;
  • Anirban DasGupta (Department of Statistics, Purdue: University, W. Lafayette, IN 47906.)
  • Published : 1996.03.01
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Abstract

We consider the question of efficiency of the Bayes sequential procedure with respect to the optimal fixed sample size Bayes procedure in a simple vs. simple testing problem for data coming from a general nonregular density b(.theta.)h(x)l(x < .theta.). Efficiency is defined in two different ways in these caiculations. Also, the minimax sequential risk (and minimax sequential stratage) is studied as a function of the cost of sampling.

Keywords

References

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