Search results for: K. J. Kachiashvili
1 Comparison Analysis of the Wald-s and the Bayes Type Sequential Methods for Testing Hypotheses
Authors: K. J. Kachiashvili
Abstract:
The Comparison analysis of the Wald-s and Bayestype sequential methods for testing hypotheses is offered. The merits of the new sequential test are: universality which consists in optimality (with given criteria) and uniformity of decision-making regions for any number of hypotheses; simplicity, convenience and uniformity of the algorithms of their realization; reliability of the obtained results and an opportunity of providing the errors probabilities of desirable values. There are given the Computation results of concrete examples which confirm the above-stated characteristics of the new method and characterize the considered methods in regard to each other.
Keywords: Errors of types I and II, likelihood ratio, the Bayes Type Sequential test, the Wald's sequential test, averaged number of observations.
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