Samuel N. Cohen, Timo Henckel, G. Menzies, Johannes Muhle‐Karbe, D. J. Zizzo
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We relate models based on costs of switching beliefs (e.g. due to inattention) to hypothesis tests. Specifically, for an inference problem with a penalty for mistakes and for switching the inferred value, a band of inaction is optimal. We show this band is equivalent to a confidence interval, and therefore to a two-sided hypothesis test.
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