Email this article Asymptotic Expansion of D-Risks for Hypothesis Testing in Bernoulli Scheme
- Authors: Zaikin A.A.1
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Affiliations:
- Department of Mathematical Statistics
- Issue: Vol 39, No 3 (2018)
- Pages: 413-423
- Section: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/201865
- DOI: https://doi.org/10.1134/S1995080218030204
- ID: 201865
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Abstract
Currently there is not a single asymptotic expansion of d-risk of any statistical procedure. In this paper we present the asymptotic expansion of d-risk function of the optimal test for Bernoulli scheme. The expansion derivation is based on the Edgeworth series of the sufficient statistic for Bernoulli scheme and therefore it is applicable to any one-parametric exponential model.
About the authors
A. A. Zaikin
Department of Mathematical Statistics
Author for correspondence.
Email: Kaskrin@gmail.com
Russian Federation, ul. Kremlevskaya 18, Kazan, 420008
