On Comparison of Hypothesis Tests in the Bayesian Framework without Loss Function
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Nov 1, 2004
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Vladimir Gercsik
International Institute of Earthquake, Prediction Theory & Mathematical Geophysics, Russian Academy of Science
Mark Kelbert
Department of Mathematics, University of Wales-Swansea, United Kingdom
Abstract
The problem is how to compare the quality of different hypothesis tests in a Bayesian framework without introducing a loss function. Three different linear orders on the set of all possible hypothesis tests are studied. The most natural order estimates the Fisher information between indicators of event and decision.
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