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
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
Journal title :
JOURNAL OF APPLIED STATISTICS