Robustness Analysis for Bayesian Sequential Testing of Composite Hypotheses under Simultaneous Distortion of Priors and Likelihoods

Austrian Journal of Statistics

article

Alexey Kharin¹ 

[1] Belarusian State University

关键词: Sequential Test;    Composite Hypothesis;    Prior Distribution;    Distortion;    Robustness.;   

DOI  :  10.17713/ajs.v40i1&2.198

学科分类：医学（综合）

来源: Austrian Statistical Society

【 摘 要 】

The Bayesian sequential test of composite hypotheses is considered. The situation of the simultaneously distorted prior probability distribution and likelihood is analyzed. The asymptotic expansions w.r.t. distortion parameters are constructed for the error type I and II probabilities as well as for the expected sample sizes.

【 授权许可】

CC BY