异质独立观测序列假设检验的稳健性

IF 0.4 Q4 STATISTICS & PROBABILITY

Theory of Probability and Mathematical Statistics Pub Date : 2020-08-05 DOI:10.1090/tpms/1104

A. Kharin, T. Tu

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引用次数: 0

摘要

对于畸变条件下的异质独立观测模型，考虑了两个简单假设的截断序列检验的鲁棒性问题。提出了一种性能特性的计算方法。对鲁棒性进行了渐近分析。构造了一个稳健序列检验族。数值算例说明了理论结果。

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Robustness of sequential hypotheses testing for heterogeneous independent observations

The problem of robustness for truncated sequential tests of two simple hypotheses is considered for the model of heterogeneous independent observations under distortions. An approach for performance characteristics calculation is proposed. Asymptotic analysis of robustness is performed. A family of robustified sequential tests is constructed. Numerical examples illustrate the theoretical results.

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来源期刊

Theory of Probability and Mathematical Statistics STATISTICS & PROBABILITY-

CiteScore

1.30

自引率

0.00%

发文量