2-SIDED SEQUENTIAL-TESTS
成果类型：
Article
署名作者：
BROWN, LD; GREENSHTEIN, E
署名单位：
Bar Ilan University
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/aos/1176348539
发表日期：
1992
页码：
555-561
关键词：
摘要：
Let X(i) be i.i.d. X(i) approximately F(theta). For some parametric families {F(theta)}, we describe a monotonicity property of Bayes sequential procedures for the decision problem H0: theta = 0 versus H1: theta not-equal 0. A surprising counterexample is given in the case where F(theta) is N(theta, 1).