稀疏伽玛尺度混合模型的检测边界

Pub Date : 2022-01-11 DOI:10.1111/anzs.12347

Michael I. Stewart

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引用次数: 1

摘要

我们导出了单侧版本的伽马尺度混合模型的检测边界，其中污染成分的平均值大于已知的参考分布。我们还推导了一种自适应测试，该测试能够在检测局部替代方案方面几乎一致地获得最佳性能。

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Detection boundary for a sparse gamma scale mixture model

We derive the detection boundary for the one-sided version of the gamma scale mixture model where the contaminating component has a larger mean than the known reference distribution. We also derive an adaptive test which is able to almost uniformly attain the best possible performance in terms of detection of local alternatives.

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