Robustness Analysis in Sequential Statistical Decisions

  • Alexey Kharin Belarusian State University

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.

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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
Section
Special Issue CDAM conference