Method of Verification of Hypothesis about Mean Value on a Basis of Expansion in a Space with Generating Element
- 作者: Zabolotnii S.1, Martynenko S.1, Salypa S.1
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隶属关系:
- Cherkasy State Technological University
- 期: 卷 61, 编号 5 (2018)
- 页面: 222-229
- 栏目: Article
- URL: https://journals.rcsi.science/0735-2727/article/view/177211
- DOI: https://doi.org/10.3103/S0735272718050060
- ID: 177211
如何引用文章
详细
In this paper it is proposed an original method for verification of statistical hypotheses about mean values of random quantities. This method is based on Kunchenko stochastic polynomials tool and probabilistic description on a basis of higher order statistics (moments and/or cumulants). There are represented analytical expressions allowing to optimize decision rules using certain qualitive criterion and calculate decision-making error. It is shown polynomial decision rule in case of polynomial power S = 1 corresponds to classic linear decision rule which is used for comparative analysis. By means of multiple statistical experiments (Monte–Carlo method) obtained results of Neumann–Pierson criterion show proposed polynomial decision rules are characterized by increased accuracy (decrease of the 2nd genus errors probability) in compare to linear processing. The method efficiency increases with increase of stochastic polynomial order increase of degree of random quantities distribution difference from Gaussian probabilities distribution law.
作者简介
Serhii Zabolotnii
Cherkasy State Technological University
编辑信件的主要联系方式.
Email: zabolotni@ukr.net
乌克兰, Cherkasy
S. Martynenko
Cherkasy State Technological University
Email: zabolotni@ukr.net
乌克兰, Cherkasy
S. Salypa
Cherkasy State Technological University
Email: zabolotni@ukr.net
乌克兰, Cherkasy