Statistics Papers

Document Type

Journal Article

Date of this Version

1992

Publication Source

The Annals of Statistics

Volume

20

Issue

1

Start Page

555

Last Page

561

DOI

10.1214/aos/1176348539

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).

Keywords

sequential testing, total-positivity, complete class, monotone procedures

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Date Posted: 27 November 2017

This document has been peer reviewed.