
Accession Number : AD0744965
Title : Bayes Risk for the Test of LocationThe Infinite Dimensional Case.
Descriptive Note : Technical rept.,
Corporate Author : PURDUE UNIV LAFAYETTE IND DEPT OF STATISTICS
Personal Author(s) : Cohen,Philip
Report Date : JUN 1972
Pagination or Media Count : 95
Abstract : Let X(1), X(2) be independent normal with mean vector theta and covariance matrix I. Let the null hypothesis be normal with zero mean and covariance matrix sigma. Quadratic loss (theta primed A theta) and constant loss are considered. Rubin and Sethuraman obtained asymptotic results for the above test in the case of a finite dimensional parameter space. New asymptotic results have been obtained for the case in which the parameter space is infinite dimensional. This development is motivated by the need to extend the Bayes Risk Efficiency analysis to time series problems and to problems in which the alternative hypothesis is a function space. (Author)
Descriptors : (*STATISTICAL ANALYSIS, *DECISION THEORY), STATISTICAL TESTS, PROBABILITY, ASYMPTOTIC SERIES, MATRICES(MATHEMATICS), STATISTICAL DISTRIBUTIONS, THEOREMS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE