Correction: Complete Classes for Sequential Tests of Hypotheses

Loading...
Thumbnail Image
Penn collection
Statistics Papers
Degree type
Discipline
Subject
Statistics and Probability
Funder
Grant number
License
Copyright date
Distributor
Related resources
Author
Brown, Lawrence D
Cohen, Arthur
Strawderman, William E
Contributor
Abstract

Theorems 3.1 and 3.2 as stated are incorrect. Corrected versions of these results are given below. Theorem 3.1 was concerned with an essentially complete class. Theorem 3.2 was concerned with a complete class. The correlations do affect a qualitative change in Theorem 3.2 in that now the result requires an assumption of a one dimensional exponential family and treats only a one-sided testing problem. There is essentially no qualitative change in Theorem 3.1, where the assumptions on distributions are minimal and there are no changes in the rest of the paper. The new version of Theorem 3.1 is also concerned with an essentially complete class. To describe this class let D* be the class of procedures characterized by (γ, ρ, π1*, T1*, T2*) where γ is the probability of stopping at time zero, ρ is the probability of rejection given that the procedure stopped at time zero and (π1*, T1*, T2*) are defined on pages 384 and 385, π1* ≥ c. A procedures δ corresponding to a (γ, ρ, π1*, T1*, T2*) lies in D* if whenever 0 ≤ < 1, δ is conditional Bayes with respect to (π1*, T1*, T2*) given that an observation had been taken.

Advisor
Date Range for Data Collection (Start Date)
Date Range for Data Collection (End Date)
Digital Object Identifier
Series name and number
Publication date
1989
Journal title
The Annals of Statistics
Volume number
Issue number
Publisher
Publisher DOI
Journal Issue
Comments
Recommended citation
Collection