Robustness Analysis for Bayesian Sequential Testing of Composite Hypotheses under Simultaneous Distortion of Priors and Likelihoods
The Bayesian sequential test of composite hypotheses is considered. The situation of the simultaneously distorted prior probability distribution and likelihood is analyzed. The asymptotic expansions w.r.t. distortion parameters are constructed for the error type I and II probabilities as well as for...
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| Format: | Article |
| Language: | English |
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Austrian Statistical Society
2016-02-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/198 |