Abstract
Let W(t) denote Brownian motion with unknown drift θ ∈ ℝ and Pθ the associated measure. We consider the following sequential decision prob-lem.
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© 1986 Springer-Verlag Berlin Heidelberg
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Lerche, H.R. (1986). Bayes tests of power one. In: Boundary Crossing of Brownian Motion. Lecture Notes in Statistics, vol 40. Springer, New York, NY. https://doi.org/10.1007/978-1-4615-6569-7_7
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DOI: https://doi.org/10.1007/978-1-4615-6569-7_7
Publisher Name: Springer, New York, NY
Print ISBN: 978-0-387-96433-1
Online ISBN: 978-1-4615-6569-7
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