Bayesian Sequantially Planned Test of Simple Hypotheses: Contractivity and an Iterative Approach
Terveer I
Forschungsartikel (Zeitschrift) | Peer reviewedZusammenfassung
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.
Details zur Publikation
Fachzeitschrift: Sequential Analysis (Sequential Anal.)
Jahrgang / Bandnr. / Volume: 15
Ausgabe / Heftnr. / Issue: 2
Seitenbereich: 91-102
Status: Veröffentlicht
Veröffentlichungsjahr: 1996
Sprache, in der die Publikation verfasst ist: Englisch
Stichwörter: Bayes rule; Bellman equation; contractive operators; Howard algorithm; policy improvement routine; sequentially planned tests; simple hypothesis testing
Autor*innen der Universität Münster
| Terveer, Ingolf | Quantitative Methoden der Wirtschaftsinformatik (QM) |