Skip Navigation

Biometrika 1973 60(3):509-515; doi:10.1093/biomet/60.3.509
© 1973 by Biometrika Trust
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by READ, C. B.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

On minimizing the risk in certain sequential tests

CAMPBELL B. READ

Southern Methodist University and University of Texas Health Sciences Center at Dallas

For tests of two values of a parameter {theta} from a family of distributions indexed by {theta}, the class of sequential probability ratio tests is considered, including procedures in which no observations are taken. With a simple loss structure, the Bayes risk for given error probabilities is minimized in this class; in this paper, the nominal risk is minimized without constraints on the error probabilities, and the results compared numerically with approximations of Chernoff. This is done for {theta} in a general class of distributions, in more detail when {theta} is the mean of a multinormal distribution and losses for wrong decision are equal, and also for tests in which the error probabilities are equal.

Key Words: Sequential probability ratio tests • Optimal decision rules • Minimizing the Bayes risk • Multinomial mean vector


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.