Robustness Evaluation in Sequential Testing of Composite Hypotheses
The problem of sequential testing of composite hypotheses is considered. Asymptotic expansions are constructed for the conditional error probabilities and expected sample sizes under “contamination” of the probability distribution of observations. To obtain these results a new approach based on appr...
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| Format: | Article |
| Language: | English |
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Austrian Statistical Society
2016-04-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/286 |