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Bayesian sequentially planned tests of simple hypotheses contractivity and an iterativeapproach

 

作者: Ingolf Terveer,  

 

期刊: Sequential Analysis  （Taylor Available online 1996）
卷期: Volume 15, issue 2-3  

页码: 91-102

 

ISSN:0747-4946

 

年代: 1996

 

DOI:10.1080/07474949608836354

 

出版商: Marcel Dekker, Inc.

 

关键词: Bayes rule;Bellman equation;Contractive operators;Howard algorithm;Policyimprovement routine;Sequentially planned tests;Simple hypothesis testing

 

数据来源: Taylor

 

摘要:

Bayesian sequentially planned tests of two simple hypotheses are discused. We provecontractivity of an iterated operator associated to Bellman's equation and justify thepolicy improvement method. finally we consider ε bayes tests and approximate thestopping bounds of the bayesian SPRT.

 

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