Integrated Risk of Asymptotically Bayes Sequential Tests

Integrated Risk of Asymptotically Bayes Sequential Tests1 by 'gary Lorden

Asymptotically Optimal Sequential Tests for Nonhomogeneous Processes

It is shown that under certain conditions the matrix sequential probability ratio test (SPRT) and the combinations of \rejecting" SPRTs minimize all moments of the stopping time distribution in the problem of sequential testing of several simple hypotheses for nonhomogeneous processes when probabilities of errors tend to zero. We consider the general case of observation process with discrete or...

Bounded Stopping Times for a Class of Sequential Bayes Tests

Consider the problem of sequentially testing a null hypothesis vs an alternative hypothesis when the risk function is a linear combination of probability of error in the terminal decision and expected sample size (i.e., constant cost per observation.) Assume that the parameter space is the union of null and alternative, the parameter space is convex, the intersection of null and alternative is ...

Sequential Tests for Integrated Circuit Failures

& Conclusion| We propose a sequential probability ratio test based on a two parameter Weibull distribution for IC failure analysis. The shape parameter of the Weibull distribution characterizes the decreasing, constant and the increasing failure rate regions in the bath tub model for ICs. The algorithm detects the operating region of the IC based on the observed failure times. Unlike the xed-le...

Asymptotically minimax Bayes predictive densities

fθ log (fθ/f̂) is used to examine various ways of choosing prior distributions; the principal type of choice studied is minimax. We seek asymptotically least favorable predictive densities for which the corresponding asymptotic risk is minimax. A result resembling Stein’s paradox for estimating normal means by the maximum likelihood holds for the uniform prior in the multivariate location family...