Robust Sequential Testing of Hypotheses on Discrete Probability Distributions

The paper is devoted to analysis of approximations of the models in sequential hypotheses testing and to construction of new robust sequential test under the distortions presented by mixtures of probability distributions. The previous results of the authors are extended to the case of arbitrary disc...

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Bibliographic Details
Main Authors: Alexey Kharin, Dzmitry Kishylau
Format: Article
Language:English
Published: Austrian Statistical Society 2016-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/408