On Robustifying of the Sequential Probability Ratio Test for a Discrete Model under "Contaminations"
On Robustifying of the Sequential Probability Ratio Test for a Discrete Model under "Contaminations"
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“污染”下离散模型序贯概率比检验的鲁棒性研究
DOI：
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发表时间：
2016
期刊：
影响因子：
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通讯作者：
A. Kharin
中科院分区：
文献类型：
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作者：
A. Kharin
研究了离散假设模型序贯概率比检验的鲁棒性问题。误差概率和条件预期样本量的精确值。在“污染”条件下对这些特征进行了渐近鲁棒性分析。提出并分析了一类双参数修正序贯概率比检验，得到了基于极大极小风险准则的稳健检验。数值实验验证了理论结果。
The problem of robustifying of the sequential probability ratio test is considered for a discrete hypothetical model. Exact values for error prob- abilities and for conditional expected sample sizes are obtained. Asymptotic robustness analysis for these characteristics is performed under "contamina- tions". A two-parametric family of modified sequential probability ratio tests is proposed and analyzed to get the robust test by the minimax risk criterion. Numerical experiments illustrate the theoretical results.