Testing of statistical hypotheses in the splitting component model

被引：2
|
作者：
Gorshenin A.K. [1 ,2 ]
机构：
[1] Faculty of Computational Mathematics and Cybernetics, Moscow State University
[2] Institute of Informatics Problems, Russian Academy of Sciences
来源：
Moscow University Computational Mathematics and Cybernetics | 2011年 / 35卷 / 4期
基金：
俄罗斯基础研究基金会;
关键词：
asymptotic deficiency; asymptotically most powerful test; mixtures of probabilistic distributions; power loss;
D O I：
10.3103/S0278641911040054
中图分类号：
学科分类号：
摘要：
This paper considers the problem of testing the statistical significance of parametrically close components of the mixture of probabilistic distribution. To solve the problem, the author presents the asymptotically most powerful test and finds the limiting distributions, power loss, and asymptotic deficiency. The application of a given test for mixtures of normal and gamma distributions is detailed in the present paper. © 2011 Allerton Press, Inc.
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页码：176 / 183
页数：7
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