An Approach to Robustness Evaluation for Sequential Testing under Functional Distortions in L1-metric
The problem of sensitivity analysis for the sequential probability ratio test under func- tional distortions of the observation probability distribution is considered. For the situa- tion where distorted densities of the log likelihood ratio statistic belong to ?-neighborhoods of hypothetical center...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Austrian Statistical Society
2014-06-01
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| Series: | Austrian Journal of Statistics |
| Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/31 |