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