Bayesian Sequantially Planned Test of Simple Hypotheses: Contractivity and an Iterative Approach

Terveer, I

Bayesian Sequantially Planned Test of Simple Hypotheses: Contractivity and an Iterative Approach

Terveer I

Zusammenfassung
Bayesian sequentially planned tests of two simple hypotheses are discussed. We prove contractivity of an iterated operator associated to Bellman's equation and justify the policy improvement method. Finally, we consider epsilon-Bayes-tests and approximate the stopping bounds of the Bayesian SPPRT.

Schlüsselwörter
Bayes rule; Bellman equation; contractive operators; Howard algorithm; policy improvement routine; sequentially planned tests; simple hypothesis testing

Publikationstyp

Forschungsartikel (Zeitschrift)

Begutachtet

Ja

Publikationsstatus

Veröffentlicht

Jahr

1996

Fachzeitschrift

Sequential Analysis

Band

15

Ausgabe

2

Erste Seite

91

Letzte Seite

102

Sprache

Englisch

ISSN

0747-4946