文章基本信息
- 标题：Weighted Loss Functions for Set Estimation and Testing Hypotheses
- 本地全文：下载
- 作者：Hirosuke Maihara ; Masafumi Akahira
- 期刊名称：JOURNAL OF THE JAPAN STATISTICAL SOCIETY
- 印刷版ISSN：1882-2754
- 电子版ISSN：1348-6365
- 出版年度：2004
- 卷号：34
- 期号：2
- 页码：189-206
- DOI：10.14490/jjss.34.189
- 出版社：JAPAN STATISTICAL SOCIETY
- 摘要：
From the decision-theoretic viewpoint, using a weighted loss we compare the risks of testing procedures in the location and scale parameter cases. We also get numerically the minimax solution of Bayes testing procedures w.r.t. a parameter of the prior distribution, under the weighted loss.
- 关键词：Bayes testing procedure; loss function; Neyman-Pearson test; p -value; risk
