Study On Several Issues Of Bayesian Decision And Analysis

In this paper, we discuss the theory of Bayesian decision. Firstly, I introduce the basic factors and theory about the Bayesian decision. Secondly, we consider further the problem of measuring Bayesian robustness, and discuss the classes of contaminated prior in specific. Thirdly, we deal with the problem of testing H0 :[1,2],H1 :[1,2], where 0<1 <2 < , for the parameter in adiscrete exponential family via the empirical Bayes approach, construct the empirical Bayes test by resembling the behavior of the Bayes test, investigate the asymptotic optimality of the empirical Bayes test. Finally we consider the problem of comparing parameter models using a Bayesian approach and decision theory. A new method of developing prior distribution for the model parameter is presented, called the expected-posterior prior approach.