Decision theoretic Bayesian hypothesis testing with the selection goal

Abstract

Consider a probability model P ; ; where = ( 1 ; 2 ; :::; k ) T is a parameter vector of interest, and is some nuisance parameter. The problem of testing null hypothesis H 0 : 1 = 2 = ::: = k against selecting one of k alternative hypotheses MSC : 62F07; 62F15; 62F03; 62C10