Email this article On Stability of Sequential Wald Test to a Violation of the Assumption About Observations’ Independence
- Authors: Kishylau D.V.1
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Affiliations:
- Belarusian State University
- Issue: Vol 220, No 6 (2017)
- Pages: 714-717
- Section: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/238919
- DOI: https://doi.org/10.1007/s10958-016-3214-2
- ID: 238919
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Abstract
In the present paper we study the stability of Wald test for simple hypotheses on the parameters of binomial distribution to violation of the assumption on the observations’ independence. We obtain approximations of the test’s probabilistic characteristics, linear in distortion level. We also provide results of numerical experiments confirming theoretical conclusions.
About the authors
D. V. Kishylau
Belarusian State University
Author for correspondence.
Email: dkishylau@gmail.com
Belarus, Minsk
