Properties of Bayes Sequential Tests

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Statistics Papers
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sequential tests
hypothesis testing
Bayes test
exponentially bounded stopping times
exponential family
Statistics and Probability
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Berk, R. H
Brown, Lawrence D
Cohen, Arthur
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Consider the problem of sequentially testing composite, contiguous hypotheses where the risk function is a linear combination of the probability of error in the terminal decision and the expected sample size. Assume that the common boundary of the closures of the null and the alternative hypothesis is compact. Observations are independent and identically distributed. We study properties of Bayes tests. One property is the exponential boundedness of the stopping time. Another property is continuity of the risk functions. The continuity property is used to establish complete class theorems as opposed to the essentially complete class theorems in Brown, Cohen and Strawderman.

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1981
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The Annals of Statistics
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At the time of publication, author Lawrence Brown was affiliated with Cornell University. Currently, he is a faculty member at the Statistics Department at the University of Pennsylvania.
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