Robustness Analysis in Sequential Statistical Decisions

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 distorti...

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Bibliographic Details
Main Author: Alexey Kharin
Format: Article
Language:English
Published: Austrian Statistical Society 2020-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/1131