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
Aufsatz (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