Abstract
In this communication we examine the relationship between maxi–min, Bayes and Nash designs for some hypothesis testing problems. In particular we consider the problem of sample allocation in the standard analysis of variance framework and show that the maxi–min design is also a Bayes solution with respect to the least favourable prior, as well as a solution to a game theoretic problem, which we refer to as a Nash design. In addition, an extension to tests for order is provided.
Original language | American English |
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Pages (from-to) | 3976-4003 |
Number of pages | 28 |
Journal | Electronic Journal of Statistics |
Volume | 14 |
Issue number | 2 |
DOIs | |
State | Published - 2020 |
Keywords
- ANOVA
- Bayesian design
- Maxi-min design
- Nash equilibrium
- Power
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty