Abstract

Let $X_i$ be i.i.d. $X_i \sim F_\theta$. For some parametric families $\{F_\theta\}$, we describe a monotonicity property of Bayes sequential procedures for the decision problem $H_0: \theta = 0$ versus $H_1: \theta \neq 0$. A surprising counterexample is given in the case where $F_\theta$ is $N(\theta, 1)$.

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