Wednesday 18 May 2011

Investigation and Computation of Unconditional and Conditional Bayesian Problems of Hypothesis Testing

AuthorKachiashvili K.J.
On Pages47-59
Volume No.1
Issue No.2
Issue DateMay 01, 2011
Publishing DateMay 01, 2011
KeywordsBayesian problem, hypotheses testing, significance level, conditional problem, computation of Bayesian tasks. AMS 2000 Subject Classifications: 62F15; 62F03


In Bayesian statement of hypotheses testing, instead of unconditional problem of minimization of average risk caused by the errors of the first and the second types, there is offered to solve the conditional optimization problem when restrictions are imposed on the errors of one type and, under such conditions, the errors of the second type are minimized...

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