Two-Sided Sequential Tests
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Statistics Papers
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Subject
sequential testing
total-positivity
complete class
monotone procedures
Statistics and Probability
total-positivity
complete class
monotone procedures
Statistics and Probability
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Brown, Lawrence D
Greenshtein, Eitan
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Abstract
Let Xi be i.i.d. Xi∼Fθ. For some parametric families {Fθ}, we describe a monotonicity property of Bayes sequential procedures for the decision problem H0:θ = 0 versus H1:θ ≠ 0. A surprising counterexample is given in the case where Fθ is N(θ,1).
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1992
Journal title
The Annals of Statistics