On Stability of Sequential Wald Test to a Violation of the Assumption About Observations’ Independence
- Авторы: Kishylau D.1
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Учреждения:
- Belarusian State University
- Выпуск: Том 220, № 6 (2017)
- Страницы: 714-717
- Раздел: 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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Аннотация
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.
Об авторах
D. Kishylau
Belarusian State University
Автор, ответственный за переписку.
Email: dkishylau@gmail.com
Белоруссия, Minsk