A Bayesian Test of Some Classical Hypotheses—With Applications to Sequential Clinical Trials
作者:
Jerome Cornfield,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1966)
卷期:
Volume 61,
issue 315
页码: 577-594
ISSN:0162-1459
年代: 1966
DOI:10.1080/01621459.1966.10480890
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Consider someone who sets out to collect data sequentially in such a way as to disprove a hypothesis,H0, about the value of θ, the mean of a normal distribution. Observation is continued as long as the posterior probability ofH0exceeds α1and stopped when it falls below it. It is shown that if a non-zero prior probability,p, is assigned toH0(0≤α1<p) and the remaining prior probability is spread over alternate values of θ that the probability thatH0will eventually be rejected when true is
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