Bayesian Sequantially Planned Test of Simple Hypotheses: Contractivity and an Iterative Approach
Terveer I
Research article (journal) | Peer reviewedAbstract
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 about the publication
Journal: Sequential Analysis (Sequential Anal.)
Volume: 15
Issue: 2
Page range: 91-102
Status: Published
Release year: 1996
Language in which the publication is written: English
Keywords: Bayes rule; Bellman equation; contractive operators; Howard algorithm; policy improvement routine; sequentially planned tests; simple hypothesis testing
Authors from the University of Münster
| Terveer, Ingolf | Quantitative Methods in Information Systems (QM) |