منابع مشابه
Uniformly Most Powerful Bayesian Tests.
Uniformly most powerful tests are statistical hypothesis tests that provide the greatest power against a fixed null hypothesis among all tests of a given size. In this article, the notion of uniformly most powerful tests is extended to the Bayesian setting by defining uniformly most powerful Bayesian tests to be tests that maximize the probability that the Bayes factor, in favor of the alternat...
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Let Θ = Θ0 ∪Θ1 be a parameter space. Consider a parametric family {f(x|θ), θ ∈ Θ}. Suppose we want to test the null hypothesis, H0, that θ ∈ Θ0 against the alternative, Ha, that θ ∈ Θ1. Let C be some critical set. Then the probability that the null hypothesis is rejected is given by β(θ) = Pθ{X ∈/ C}. Recall that the test based on C has level α if α ≥ supθ Θ0 β(θ). The restriction of β(·) on Θ1...
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Uniformly most powerful tests are statistical hypothesis tests that provide the greatest power against a fixed null hypothesis among all tests of a given size. In this article, the notion of uniformly most powerful tests is extended to the Bayesian setting by defining uniformly most powerful Bayesian tests to be tests that maximize the probability that the Bayes factor, in favor of the alternat...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1951
ISSN: 0003-4851
DOI: 10.1214/aoms/1177729649