A continuous-time sequential testing problem
Autor(en): | Stadje, W. | Erscheinungsdatum: | 1990 | Journal: | Metrika: International Journal for Theoretical and Applied Statistics | Volumen: | 37 | Ausgabe: | 1 | Startseite: | 281 | Seitenende: | 290 | Zusammenfassung: | A Bayesian testing problem for a simple hypothesis against a simple alternative is considered. However the observations on which the test is based are not immediately available, but occur at n i.i.d. random times. Assuming linear cost of time until a decision the task is to construct and to characterize an optimal stopping strategy for a time-sequential testing problem and to compute the Bayes risk. The paper provides a solution to this problem. © 1990, Physica-Verlag Ges.m.b.H. All rights reserved. |
ISSN: | 00261335 | DOI: | 10.1007/BF02613534 | Externe URL: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84919224830&doi=10.1007%2fBF02613534&partnerID=40&md5=5155006b801ddfcdf1e356fa13994ceb |
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geprüft am 17.05.2024