## The Annals of Statistics

- Ann. Statist.
- Volume 16, Number 3 (1988), 1270-1282.

### On Empirical Bayes Testing with Sequential Components

#### Abstract

We study the empirical Bayes decision theory with an $m$-truncated sequential statistical decision problem as the component. An empirical Bayes sequential decision procedure is constructed for the linear loss two-action problem. Asymptotic results are presented regarding the convergence of the Bayes risk of the empirical Bayes sequential decision procedure. With sequential components, an empirical Bayes sequential decision procedure selects both a stopping rule function and a terminal decision rule function for use in the component with parameter $\theta$.

#### Article information

**Source**

Ann. Statist., Volume 16, Number 3 (1988), 1270-1282.

**Dates**

First available in Project Euclid: 12 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aos/1176350961

**Digital Object Identifier**

doi:10.1214/aos/1176350961

**Mathematical Reviews number (MathSciNet)**

MR959202

**Zentralblatt MATH identifier**

0725.62011

**JSTOR**

links.jstor.org

**Subjects**

Primary: 62C12: Empirical decision procedures; empirical Bayes procedures

Secondary: 62H15: Hypothesis testing

**Keywords**

Empirical Bayes sequential decision procedures asymptotic optimality asymptotic superiority

#### Citation

Karunamuni, Rohana J. On Empirical Bayes Testing with Sequential Components. Ann. Statist. 16 (1988), no. 3, 1270--1282. doi:10.1214/aos/1176350961. https://projecteuclid.org/euclid.aos/1176350961