Bayesian sequential test for fuzzy parametric hypotheses from fuzzy information

1994 ◽  
Vol 80 (3-4) ◽  
pp. 283-298 ◽  
Author(s):  
M.Rosa Casals ◽  
Pedro Gil
Keyword(s):  
Sequential Test ◽  
Fuzzy Information ◽  
Bayesian Sequential Test

When has estimation reached a steady state? The Bayesian sequential test

2004 ◽  
Vol 19 (1) ◽  
pp. 41-57 ◽  
Author(s):  
Miroslav Kárný ◽  
Jan Kracík ◽  
Ivan Nagy ◽  
Petr Nedoma
Keyword(s):  
Steady State ◽  
Sequential Test ◽  
Bayesian Sequential Test

scholarly journals A Bayesian sequential test for the drift of a fractional Brownian motion

2020 ◽  
Vol 52 (4) ◽  
pp. 1308-1324
Author(s):  
Alexey Muravlev ◽  
Mikhail Zhitlukhin
Keyword(s):  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Optimal Stopping ◽  
Exit Time ◽  
Sequential Test ◽  
Standard Brownian Motion ◽  
Optimal Stopping Problem ◽  
First Exit Time ◽  
Bayesian Sequential Test ◽  
Drift Coefficient

AbstractWe consider a fractional Brownian motion with linear drift such that its unknown drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it is negative. We show that the problem of constructing the test reduces to an optimal stopping problem for a standard Brownian motion obtained by a transformation of the fractional Brownian motion. The solution is described as the first exit time from some set, and it is shown that its boundaries satisfy a certain integral equation, which is solved numerically.

Designing microwave effect experiment based on Bayesian sequential test method

2013 ◽  
Vol 25 (2) ◽  
pp. 411-414
Author(s):  
韩峰 Han Feng ◽  
陆希成 Lu Xicheng ◽  
刘钰 Liu Yu ◽  
杨志强 Yang Zhiqiang ◽  
王建国 Wang Jianguo
Keyword(s):  
Test Method ◽  
Sequential Test ◽  
Microwave Effect ◽  
Effect Experiment ◽  
Bayesian Sequential Test
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