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

共 50 条

[41] SEQUENTIAL TESTING OF TWO HYPOTHESES FOR A STATIONARY ORNSTEIN-UHLENBECK PROCESS
Lisovskii, D., I
Shiryaev, A. N.
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 2019, 63 (04) : 580 - 593
[42] SEQUENTIAL DECISION PROBLEMS FOR PROCESSES WITH CONTINUOUS TIME PARAMETER - TESTING HYPOTHESES
DVORETZKY, A
KIEFER, J
WOLFOWITZ, J
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1953, 24 (02): : 254 - 264
[43] Sequential Variational Testing Hypotheses on the Wiener Process Under Delayed Observations
Leonid I. Galtchouk
Photis P. Nobelis
[J]. Statistical Inference for Stochastic Processes, 1999, 2 (1) : 31 - 56
[44] Statistical Testing of Single and Multiple Endpoint Hypotheses in Group Sequential Clinical Trials
Huque, Mohammad
Mushti, Sirisha
Alosh, Mohamed
[J]. BIOPHARMACEUTICAL APPLIED STATISTICS SYMPOSIUM, VOL 3: PHARMACEUTICAL APPLICATIONS, 2018, : 119 - 149
[45] A TIME-SEQUENTIAL PLAN FOR NONPARAMETRIC TESTING OF HYPOTHESES WITH CENSORED-DATA
ZHENG, ZK
[J]. BIOMETRIKA, 1988, 75 (03) : 607 - 610
[46] SEQUENTIAL DECISION-PROBLEMS FOR A CLASS OF STOCHASTIC-PROCESSES - TESTING HYPOTHESES
BHARUCHAREID, AT
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (01): : 217 - 218
[47] SEQUENTIAL PROCEDURE OF TESTING COMPOSITE HYPOTHESES WITH APPLICATIONS TO THE KIEFER-WEISS PROBLEM
PAVLOV, IV
[J]. THEORY OF PROBABILITY AND ITS APPLICATIONS, 1990, 35 (02) : 280 - 292
[48] TESTING HYPOTHESES
SLATERHAMMEL, AT
[J]. RESEARCH QUARTERLY, 1959, 30 (03): : 370 - 371
[49] TESTING HYPOTHESES
STEWART, I
[J]. NEW SCIENTIST, 1993, 140 (1902) : A1 - A4
[50] Robustness evaluation using highly accelerated life testing
Charki, Abderafi
Laronde, R.
Guerin, F.
Bigaud, D.
Coadou, F.
[J]. INTERNATIONAL JOURNAL OF ADVANCED MANUFACTURING TECHNOLOGY, 2011, 56 (9-12): : 1253 - 1261

← 1 2 3 4 5 →