Asymptotic Behavior of Bayes Tests and Bayes Risk
贝叶斯检验与贝叶斯风险的渐近行为
In this paper the asymptotic behaviors of the Bayes test and Bayes risk are studied in both the one-sided and two-sided testing problems, where the independent observations are taken from one member of a one-parameter exponential family. Precise asymptotic expressions are found which show the Bayes procedure to be relatively insensitive to the prior distribution as the sample size increases to infinity.