Bayesian sequential and fixed sample testing of multihypotheses

被引：2

作者：

Babb, J ^{[1
]}

Rogatko, A ^{[1
]}

Zacks, S ^{[1
]}

机构：

[1] Fox Chase Canc Ctr, Philadelphia, PA 19111 USA

来源：

ASYMPTOTIC METHODS IN PROBABILITY AND STATISTICS: A VOLUME IN HONOUR OF MIKLOS CSORGO | 1998年

关键词：

multihypotheses; Bayesian testing; sequential analysis; fixed sample size;

D O I：

10.1016/B978-044450083-0/50053-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A direct connection between a Bayesian test procedure and decision error probabilities is described for both fixed size and sequential sampling. With this procedure, the predicted probability of committing a decision error is bounded above by a preselected threshold. The procedure is optimal in the sense of having maximal predicted posterior probability of selecting the correct hypothesis among all procedures having the same or smaller predicted error probability.

引用

页码：801 / 809

页数：9

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