dc.contributor.author |
Volodin I. |
|
dc.contributor.author |
Novikov A. |
|
dc.date.accessioned |
2018-09-17T21:51:20Z |
|
dc.date.available |
2018-09-17T21:51:20Z |
|
dc.date.issued |
1998 |
|
dc.identifier.issn |
0040-585X |
|
dc.identifier.uri |
https://dspace.kpfu.ru/xmlui/handle/net/135522 |
|
dc.description.abstract |
A sequential Wald test for discrimination of two simple hypotheses θ = θ1 and θ = θ2 with boundaries A and B is applied to distinguish composite hypotheses θ < θ0 and θ > θ0, the parameters θ1, θ2, A, and B being chosen in such a way that d-posteriori probabilities of errors do not exceed the given restrictions β0 and β1. An asymptotic behavior of boundaries A, B and the average observation time are studied when β= max{β0, β1} → 0. An asymptotic (β → 0) comparison is made of Eθv with the least given number of observations necessary for discrimination of composite hypotheses with the same restrictions β0, β1 on d-posteriori probabilities of errors. It is shown that the minimum (in a neighborhood of the point θ = θ0) gain of the average observation time makes up 25%. Therefore, there are sequential tests within the bounds of a d-posteriori approach that give a gain in the size of observations for every value of a parameter tested. |
|
dc.relation.ispartofseries |
Theory of Probability and its Applications |
|
dc.subject |
Asymptotic efficiency |
|
dc.subject |
Average size of observations |
|
dc.subject |
Bayesian paradigm |
|
dc.subject |
d-guarantee |
|
dc.subject |
d-posteriori approach |
|
dc.subject |
Discrimination of composite hypotheses |
|
dc.subject |
Necessary size of a sample |
|
dc.subject |
Regular statistical experiments |
|
dc.subject |
Sequential tests |
|
dc.subject |
Strict restrictions on d-risks |
|
dc.title |
Local asymptotic efficiency of a sequential probability ratio test for d-guarantee discrimination of composite hypotheses |
|
dc.type |
Article |
|
dc.relation.ispartofseries-issue |
2 |
|
dc.relation.ispartofseries-volume |
43 |
|
dc.collection |
Публикации сотрудников КФУ |
|
dc.relation.startpage |
269 |
|
dc.source.id |
SCOPUS0040585X-1998-43-2-SID0032244054 |
|