首页 | 本学科首页   官方微博 | 高级检索  
     


Conditional Bayesian task of testing many hypotheses
Authors:K. J. Kachiashvili  A. Mueed
Affiliation:1. Institute of Applied Mathematics of the Tbilisi State University , University Street 2, Tbilisi , 380043 , Georgia;2. School of Mathematical Sciences of GC University , 68-B, New Muslim Town, Lahore , Pakistan kartlos55@yahoo.com;4. School of Mathematical Sciences of GC University , 68-B, New Muslim Town, Lahore , Pakistan
Abstract:Conditional Bayesian task of testing many hypotheses is stated and solved. The concept of conditionality is used for the designation of the fact that the Bayesian task is stated as a conditional optimization problem where the probability of one-type error is restricted and, under such a condition, the probability of second-type error is minimized. The offered statement gives the decision rule which allows us not to accept any hypothesis if, on the basis of the available information, it is impossible to make a decision with the set significance level. In such a case, it is necessary to ensure the additional information in the form of additional observation results or a change in the significant level of hypotheses testing. These properties make our statement more general than the usual statement of the Bayesian problem which is a special case of the one offered and improve the reliability of the made decision. The calculation results completely confirm the results of theoretical investigations.
Keywords:unconditional and conditional Bayesian tasks  hypotheses testing  risk function  loss function
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号