JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Online ISSN : 1348-6365
Print ISSN : 1882-2754
ISSN-L : 1348-6365
Articles
Weighted Loss Functions for Set Estimation and Testing Hypotheses
Hirosuke MaiharaMasafumi Akahira
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2004 Volume 34 Issue 2 Pages 189-206

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Abstract
From the decision-theoretic viewpoint, using a weighted loss we compare the risks of testing procedures in the location and scale parameter cases. We also get numerically the minimax solution of Bayes testing procedures w.r.t. a parameter of the prior distribution, under the weighted loss.
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© 2004 Japan Statistical Society
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