Title of article
Quasi-optimal Bayesian procedures of many hypotheses testing
Author/Authors
K. J. Kachiashvili، نويسنده , , M. A. Hashmi&A. Mueed، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2013
Pages
20
From page
103
To page
122
Abstract
Quasi-optimal procedures of testing many hypotheses are described in this paper. They significantly simplify
the Bayesian algorithms of hypothesis testing and computation of the risk function. The relations
allowing for obtaining the estimations for the values of average risks in optimum tasks are given. The
obtained general solutions are reduced to concrete formulae for a multivariate normal distribution of probabilities.
The methods of approximate computation of the risk functions in Bayesian tasks of testing many
hypotheses are offered. The properties and interrelations of the developed methods and algorithms are
investigated. On the basis of a simulation, the validity of the obtained results and conclusions drawn is
presented.
Keywords
Decision rule , quasi-optimal decision rule , approximation , Average risk , unconstrained andconstrained Bayesian tasks
Journal title
JOURNAL OF APPLIED STATISTICS
Serial Year
2013
Journal title
JOURNAL OF APPLIED STATISTICS
Record number
712900
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