On the asymptotic defect of some Bayesian criteria* View Full Text


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Article Info

DATE

2013-03

AUTHORS

V. E. Bening

ABSTRACT

This paper focuses on the problem of testing a simple hypothesis about a one-dimensional parameter against one-sided alternatives with independent identically distributed random variables. A formula for extreme deviation of the power function from the envelope power function is obtained for asymptotically efficient Bayesian criteria based on a Bayesian likelihood ratio. This formula makes it possible to find the asymptotic deficiency in terms of the Hodges–Lehmann deficiency. The method used here makes it possible to relax necessary regularity conditions. More... »

PAGES

967-975

Journal

TITLE

Journal of Mathematical Sciences

ISSUE

6

VOLUME

189

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/s10958-013-1239-3

DOI

http://dx.doi.org/10.1007/s10958-013-1239-3

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1028388562


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