Bayes solution to a continuous time sequential problem 一個(gè)連續(xù)時(shí)間序貫問(wèn)題的bayes解
The problem of bayes sequential decision rules to hypothesis testing is often reduced to the problem of optimal stopping . in continuous time situation , the existence of bayes solution is proved by using the general stochastic process theory . in distinguishing among two exponential distributions , the bayes solutions are found out in different situations as an example , which also shows that the uniqueness of solution does not hold in general 假設(shè)檢驗(yàn)的bayes序貫決策問(wèn)題往往可用最優(yōu)停止理論解決.利用隨機(jī)過(guò)程的一般理論證明了連續(xù)時(shí)間情形下上問(wèn)題bayes解的存在性。作為一個(gè)實(shí)例,找出了區(qū)分兩個(gè)指數(shù)分布的bayes解的具體形式,并說(shuō)明解的唯一性在最一般的條件下不成立。