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)
Suppose a random variable has a density belonging to a one parameter family which has strict monoton...
© 2016, Pleiades Publishing, Ltd.In this paper we consider a sequential d-guaranteed “first crossing...
One way of handling composite hypotheses by SPRT's is to integrate out nuisance parameters under bot...
Let Xi be i.i.d. Xi∼Fθ. For some parametric families {Fθ}, we describe a monotonicity property of Ba...
Consider the problem of sequentially testing composite, contiguous hypotheses where the risk functio...
This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesi...
The Wald's sequential probability ratio test (SPRT) of two simple hypotheses regarding the Lévy-Khin...
Consider Wald's sequential probability ratio test for deciding whether a sequence of independent and...
Consider the problem of sequentially testing the hypothesis that the mean of a normal distribution o...
Consider the problem of sequentially testing a null hypothesis vs an alternative hypothesis when the...
We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter...
We consider problems of sequential testing when the loss function is the sum of a component due to a...
We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
Sequential tests of separated hypotheses concerning the parameter θ of a Koopman-Darmois family are ...
Suppose a random variable has a density belonging to a one parameter family which has strict monoton...
© 2016, Pleiades Publishing, Ltd.In this paper we consider a sequential d-guaranteed “first crossing...
One way of handling composite hypotheses by SPRT's is to integrate out nuisance parameters under bot...
Let Xi be i.i.d. Xi∼Fθ. For some parametric families {Fθ}, we describe a monotonicity property of Ba...
Consider the problem of sequentially testing composite, contiguous hypotheses where the risk functio...
This paper studies the problem of testing whether a function is monotone from a nonparametric Bayesi...
The Wald's sequential probability ratio test (SPRT) of two simple hypotheses regarding the Lévy-Khin...
Consider Wald's sequential probability ratio test for deciding whether a sequence of independent and...
Consider the problem of sequentially testing the hypothesis that the mean of a normal distribution o...
Consider the problem of sequentially testing a null hypothesis vs an alternative hypothesis when the...
We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter...
We consider problems of sequential testing when the loss function is the sum of a component due to a...
We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter...
Let X1, X2, ... be a discrete-time stochastic process with a distribution Pθ, θ ∈ Θ, where Θ is an o...
Sequential tests of separated hypotheses concerning the parameter θ of a Koopman-Darmois family are ...
Suppose a random variable has a density belonging to a one parameter family which has strict monoton...
© 2016, Pleiades Publishing, Ltd.In this paper we consider a sequential d-guaranteed “first crossing...
One way of handling composite hypotheses by SPRT's is to integrate out nuisance parameters under bot...
DOI
Add to ORKG