Performance and robustness evaluation in sequential hypotheses testing

被引：6

作者：

Kharin, Alexey ^{[1
]}

机构：

[1] Belarusian State Univ, Dept Probabil Theory & Math Stat, Independence Av 4, Minsk 220030, BELARUS

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2016年 / 45卷 / 06期

关键词：

Distortion; Error probability; Expected sample size; Robustness; Sequential test; 62L10; 62F03; 62F35;

D O I：

10.1080/03610926.2014.944659

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Problems of sequential statistical testing of parametric hypotheses under distortions of hypothetical models are considered. An approach to evaluate the performance characteristics and robustness of sequential tests under distortions is proposed. The cases of simple and composite hypotheses are analyzed. Influence of distortions to the error probabilities and to the expected sample sizes is studied. Theoretical results are illustrated by computer experiments.

引用

页码：1693 / 1709

页数：17

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