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论Wald猜测

0n Wald's Conjecture
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摘要 π-Bayes决策理论现已发展得相当成熟.但是,对逆π-Bays决策问题的重要性至今尚未引起人们的足够注意,本文讨论此反问题,并获得问题之解存在且唯一的充要条件(定理1).同时,揭示Wald猜测实质上是一个逆π-Bayes决策问题,并给出一组使Wald问题有解和无解的充分条件(定理2、推论3),最后,列举两例以说明本文建立的理论的可行性及可操作性. The theory on the π- Bayes decision has systematically been developoed. Howevr,the inverse problem on the π-Bayes decision does not be taken enough intention. In thepaper, the inverse problem is researched, and sufficient and necessaxy conditions,which guarangee the ekistence and uniqueness of solution for the inverse problem, isobtained. Besides, the rclationship between the inverse π-Bayes decision and Wald decisionis discovcred. and sufficient conditions for the enitence of solution of Wald problemare given. Finally, we discuss an example for showing the practicality and operabilityof the results in the paper.
作者 胡必锦
出处 《应用数学》 CSCD 1997年第2期24-31,共8页 Mathematica Applicata
关键词 逆π-Bayes决策 Wald决策 决策点 Wald猜测 Inverse π-Bayes decision Wald decision Deviation Stopping time Decision point
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