Performance and robustness in sequential testing of hypotheses

Kharin, A. Yu.; Ton That Tu

Issue Date Author Title Subject

Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/233361

Full metadata record

DC Field	Value	Language
dc.contributor.author	Kharin, A. Yu.
dc.contributor.author	Ton That Tu
dc.date.accessioned	2019-10-29T12:06:16Z	-
dc.date.available	2019-10-29T12:06:16Z	-
dc.date.issued	2019
dc.identifier.citation	Computer Data Analysis and Modeling: Stochastics and Data Science : Proc. of the Twelfth Intern. Conf., Minsk, Sept. 18-22, 2019. – Minsk : BSU, 2019. – P. 187-190.
dc.identifier.isbn	978-985-566-811-5
dc.identifier.uri	http://elib.bsu.by/handle/123456789/233361	-
dc.description.abstract	The problem of sequential testing of parametric hypotheses is considered. Different models of data are analyzed for simple and also for complex hypotheses setting. The approaches to performance characteristics (error probabilities and expected sample sizes) calculation and to robustness analysis (under deviations from the hypothetical model assumptions) of the sequential tests are developed. Within these approaches, asymptotic expansions (w.r.t. the discretization parameter and the distortion levels) of the performance characteristics are obtained, and the robustified sequetnial procedures are constructed
dc.language.iso	en
dc.publisher	Minsk : BSU
dc.subject	ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Математика
dc.subject	ЭБ БГУ::ЕСТЕСТВЕННЫЕ И ТОЧНЫЕ НАУКИ::Кибернетика
dc.title	Performance and robustness in sequential testing of hypotheses
dc.type	conference paper
Appears in Collections:	2019. Computer Data Analysis and Modeling : Stochastics and Data Science

Files in This Item:

File	Description	Size	Format
187-190.pdf		332,11 kB	Adobe PDF	View/Open

Show simple item record Google Scholar