Asymptotic Optimality and ARE of Certain Rank-Order Tests under Contiguity
نویسندگان
چکیده
منابع مشابه
Asymptotic Optimality of Certain Multi - Alternativesequential Tests
It is known that certain combinations of one-sided sequential probability ratio tests are asymptotically optimal (relative to the expected sample size) for problems involving a nite number of possible distributions when probabilities of errors tend to zero and observations are independent and identically distributed according to one of the underlying distributions. The objective of this paper i...
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چکیده: فرض کنید که تابعی از اپسیلون یک مجموع نامتناهی از احتمالات موزون مربوط به مجموع های جزئی براساس یک دنباله از متغیرهای تصادفی مستقل و همتوزیع باشد، و همچنین فرض کنید توابعی مانند g و h وجود دارند که هرگاه امید ریاضی توان دوم x متناهی و امیدریاضی x صفر باشد، در این صورت می توان حد حاصلضرب این توابع را بصورت تابعی از امید ریاضی توان دوم x نوشت. حالت عکس نیز برقرار است. همچنین ما با استفاده...
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A simple proof of the exponential boundedness of the stopping time of the one-sample sequential probability ratio tests (SPRT’s) is obtained.
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In the series of papers [1-3,5,6,8,9,11,12] (papers [11] and [12] were written joint ly with V. Dupac), Hajek systematically investigated the asymptotic properties of linear rank statistics under null hypotheses, under local (contiguous) and some non local alternatives. Besides that , in [4] he derived the rank test of independence in a bivariate distribution, locally most powerful against sp...
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It is known that certain combinations of one-sided sequential probability ratio tests are asymptotically optimal (relative to the expected sample size) for problems involving a nite number of possible distributions when probabilities of errors tend to zero and observations are independent and identically distributed according to one of the underlying distributions. The objective of this paper i...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1971
ISSN: 0003-4851
DOI: 10.1214/aoms/1177693515