{"title":"异质独立观测序列假设检验的稳健性","authors":"A. Kharin, T. Tu","doi":"10.1090/tpms/1104","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2020-08-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1090/tpms/1104","citationCount":"0","resultStr":"{\"title\":\"Robustness of sequential hypotheses testing for heterogeneous independent observations\",\"authors\":\"A. Kharin, T. Tu\",\"doi\":\"10.1090/tpms/1104\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":42776,\"journal\":{\"name\":\"Theory of Probability and Mathematical Statistics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2020-08-05\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1090/tpms/1104\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Theory of Probability and Mathematical Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1090/tpms/1104\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and Mathematical Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1090/tpms/1104","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Robustness of sequential hypotheses testing for heterogeneous independent observations
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.
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