Question: Assume that X1, X2,... is a sequential sample from a N(6, o) density (o known), and that it is desired to test Ho: 00, versus
Assume that X1, X2,... is a sequential sample from a N(6, o) density (o known), and that it is desired to test Ho: 00, versus H,: 00, ( <0,) under "0-1" decision loss. It is possible for 8 to be between 8, and 8,, but no decision loss will then be incurred, regardless of the action taken. Assume that has a N(, ) prior density, and let 5 denote the Bayes rule for a fixed sample of size n. Show (pretending n is a continuous variable) that?
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