• 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