Bayesian statistical tests for parameters of structural changes model with Bernoulli variable

In this paper a structural changes model with Bernoulli variables X-1, X-2 is considered. These variables appear with probabilities lambda and 1 - lambda, respectively. Hypotheses about parameters of Bernoulli distributions and parameter lambda can be verified using Bayesian statistical tests. As a result of the use of the Bayesian statistical tests, the decision of the acceptance of the hypothesis for which the posterior risk is lower, is made. The risk depends on the prior parameter's distribution and the loss function. Bayesian statistical tests are constructed when the prior distributions of parameter lambda and the parameters of the Bernoulli distributions are the uniform distributions on the interval (a, b) subset of (0,1)