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dc.contributor.author | Simushkin D. | |
dc.date.accessioned | 2018-09-19T22:10:02Z | |
dc.date.available | 2018-09-19T22:10:02Z | |
dc.date.issued | 2016 | |
dc.identifier.issn | 1995-0802 | |
dc.identifier.uri | https://dspace.kpfu.ru/xmlui/handle/net/144795 | |
dc.description.abstract | © 2016, Pleiades Publishing, Ltd.This paper deals with problem of distinguishing between the two hypotheses H0: θ ≤ 0, H1: θ > 0 based on a fixed volume sample with a normal distribution N(θ, 1), θ ∈ R. It is considered by suppose that the true value θ is a realization of a random value ϑ with some unknown a priori density g(θ). An empirical estimate g(θ) based on the estimate of archive data of prior distribution characteristic function is suggested for the d-risk of the optimal criteria (conditional probability of justice of hypothesis Hj in condition that it is rejected, j = 0, 1). Consistency of empirical estimators of d-risks and appropriate critical values are studied. The rate of convergence is discovered from obtained estimates. | |
dc.relation.ispartofseries | Lobachevskii Journal of Mathematics | |
dc.subject | d-posteriori approach | |
dc.subject | deconvolution | |
dc.subject | guaranteed inference | |
dc.title | Empirical estimation of d-risks at distinguishing one-sided hypotheses | |
dc.type | Article | |
dc.relation.ispartofseries-issue | 4 | |
dc.relation.ispartofseries-volume | 37 | |
dc.collection | Публикации сотрудников КФУ | |
dc.relation.startpage | 509 | |
dc.source.id | SCOPUS19950802-2016-37-4-SID84978472891 |