Journal of Systems Engineering and Electronics ›› 2013, Vol. 35 ›› Issue (1): 223-229.doi: 10.3969/j.issn.1001-506X.2013.01.38

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Selection and calculation of risks in Bayes sequential test method

LIU Qi, FENG Wen-zhe, WANG Nan   

  1. College of Information Systems and Management, National University of Defense Technology, Changsha 410073, China
  • Online:2013-01-23 Published:2010-01-03

Abstract:

The calculation of producer’s risk and consumer’s risk in Bayes sequential test method is discussed, and the formulas of decision constants are deduced. The formulas of classical risk, average risk and Bayesian risk are deduced, and the recursive calculation relationship among three types of risk is presented. For sequential posterior odd test and sequential probability ratio test, the calculation formulas of decision constants are deduced for given Bayesian risk. The shortcomings and problems in the selection of two types of risk in the engineering application of Bayesian method are analyzed, the principle and solution of risks selection are given, and the exact calculation formulas of decision constants are presented. Finally, an example is given to show the validation of the proposed method.

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