ROBUSTNESS OF SEQUENTIAL HYPOTHESES TESTING FOR HETEROGENEOUS INDEPENDENT OBSERVATIONS

被引：0

作者：

Kharin, A. Yu ^{[1
]}

Tu, T. T. ^{[2
]}

机构：

[1] Belarusian State Univ, Independence Av 4, Minsk 220030, BELARUS

[2] Univ Danang, Univ Sci & Educ, Danang, Vietnam

来源：

THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | 2019年 / 100卷

关键词：

Truncated sequential test; heterogeneous observations; distortions; robustness; error probabilities; expected sample size; PERFORMANCE;

D O I：

暂无

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：

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.

引用

页码：157 / 166

页数：10

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