Asymptotic Expansion of D-Risks for Hypothesis Testing in Bernoulli Scheme
- Авторлар: Zaikin A.1
-
Мекемелер:
- Department of Mathematical Statistics
- Шығарылым: Том 39, № 3 (2018)
- Беттер: 413-423
- Бөлім: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/201865
- DOI: https://doi.org/10.1134/S1995080218030204
- ID: 201865
Дәйексөз келтіру
Аннотация
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.
Негізгі сөздер
Авторлар туралы
A. Zaikin
Department of Mathematical Statistics
Хат алмасуға жауапты Автор.
Email: Kaskrin@gmail.com
Ресей, ul. Kremlevskaya 18, Kazan, 420008
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