In Bayesian decision theory, the performance of an action is measured by its pos- terior expected loss. In some cases it may be convenient/necessary to use a non- optimal decision instead of the optimal one. In these cases it is important to quantify the additional loss we incur and evaluate whether to use the non-optimal decision or not. In this article we study the predictive probability distribution of a relative measure of the additional loss and its use to define sample size determination criteria in a general testing set-up.

On the predictive performance of a non-optimal action in hypothesis testing / DE SANTIS, Fulvio; Gubbiotti, Stefania. - In: STATISTICAL METHODS & APPLICATIONS. - ISSN 1613-981X. - (2020), pp. 1-21. [10.1007/s10260-020-00539-1]

On the predictive performance of a non-optimal action in hypothesis testing

Fulvio De Santis;Stefania Gubbiotti
2020

Abstract

In Bayesian decision theory, the performance of an action is measured by its pos- terior expected loss. In some cases it may be convenient/necessary to use a non- optimal decision instead of the optimal one. In these cases it is important to quantify the additional loss we incur and evaluate whether to use the non-optimal decision or not. In this article we study the predictive probability distribution of a relative measure of the additional loss and its use to define sample size determination criteria in a general testing set-up.
2020
Bayesian inference; Experimental design; Predictive analysis; Sample size determination; Statistical decision theory
01 Pubblicazione su rivista::01a Articolo in rivista
On the predictive performance of a non-optimal action in hypothesis testing / DE SANTIS, Fulvio; Gubbiotti, Stefania. - In: STATISTICAL METHODS & APPLICATIONS. - ISSN 1613-981X. - (2020), pp. 1-21. [10.1007/s10260-020-00539-1]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/1449127
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