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
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.
引用
收藏
页码:176 / 183
页数:7
相关论文
共 50 条
  • [41] Parametric testing statistical hypotheses for fuzzy random variables
    Gholamreza Hesamian
    Mehdi Shams
    [J]. Soft Computing, 2016, 20 : 1537 - 1548
  • [42] Testing statistical hypotheses based on the density power divergence
    A. Basu
    A. Mandal
    N. Martin
    L. Pardo
    [J]. Annals of the Institute of Statistical Mathematics, 2013, 65 : 319 - 348
  • [43] Testing Statistical Hypotheses on Stochastic Ordering of Discrete Distributions
    Chang, Myron N.
    [J]. SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2011, 30 (03): : 249 - 260
  • [44] LOGARITHMICALLY ASYMPTOTICALLY OPTIMAL TESTING OF MULTIPLE STATISTICAL HYPOTHESES
    HAROUTUNIAN, EA
    [J]. PROBLEMS OF CONTROL AND INFORMATION THEORY-PROBLEMY UPRAVLENIYA I TEORII INFORMATSII, 1990, 19 (5-6): : 413 - 421
  • [45] The testing of statistical hypotheses in relation to probabilities a priori.
    Neyman, J
    Pearson, ES
    [J]. PROCEEDINGS OF THE CAMBRIDGE PHILOSOPHICAL SOCIETY, 1933, 29 : 492 - 510
  • [46] Specific features of regions of acceptance of hypotheses in conditional Bayesian problems of statistical hypotheses testing
    Kachiashvili, G. K.
    Kachiashvili, K. J.
    Mueed, A.
    [J]. SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 2012, 74 (01): : 112 - 125
  • [47] Specific features of regions of acceptance of hypotheses in conditional Bayesian problems of statistical hypotheses testing
    G. K. Kachiashvili
    K. J. Kachiashvili
    A. Mueed
    [J]. Sankhya A, 2012, 74 (1): : 112 - 125
  • [48] Statistical Hypotheses Testing for Random and Pseudorandom Generators Based on Statistical Estimators of Entropy
    Palukha, Uladzimir
    Kharin, Yuriy
    [J]. 2017 INTERNATIONAL CONFERENCE ON INFORMATION AND DIGITAL TECHNOLOGIES (IDT), 2017, : 293 - 297
  • [49] Hypotheses testing for structural calibration model
    Vilca-Labra, Filidor
    Aoki, Reiko
    Zeller, Camila Borelli
    [J]. STATISTICAL PAPERS, 2011, 52 (03) : 553 - 565
  • [50] Hypotheses testing for structural calibration model
    Filidor Vilca-Labra
    Reiko Aoki
    Camila Borelli Zeller
    [J]. Statistical Papers, 2011, 52 : 553 - 565