Robustness Analysis in Sequential Statistical Decisions

Authors

  • Alexey Kharin Belarusian State University

DOI:

https://doi.org/10.17713/ajs.v49i4.1131

Abstract

The sequential statistical decision making is considered. Performance characteristics (error probabilities and expected sample sizes) for the sequential statistical decision rules (tests) are analysed. Both cases of simple and composite hypotheses are considered. Asymptotic expansions under distortions are constructed for the performance characteristics enabling robust sequential test construction.

Published

2020-04-13

How to Cite

Kharin, A. (2020). Robustness Analysis in Sequential Statistical Decisions. Austrian Journal of Statistics, 49(4), 69-75. https://doi.org/10.17713/ajs.v49i4.1131

Issue

Section

Special Issue CDAM conference