Empirical estimation of d-risks at distinguishing one-sided hypotheses
- Autores: Simushkin D.1
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Afiliações:
- Department of Mathematical Statistics
- Edição: Volume 37, Nº 4 (2016)
- Páginas: 509-514
- Seção: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/198190
- DOI: https://doi.org/10.1134/S199508021604017X
- ID: 198190
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Resumo
This paper deals with problem of distinguishing between the two hypotheses H0: θ ≤ 0, H1: θ > 0 based on a fixed volume sample with a normal distribution N(θ, 1), θ ∈ R. It is considered by suppose that the true value θ is a realization of a random value ϑ with some unknown a priori density g(θ). An empirical estimate g(θ) based on the estimate of archive data of prior distribution characteristic function is suggested for the d-risk of the optimal criteria (conditional probability of justice of hypothesis Hj in condition that it is rejected, j = 0, 1). Consistency of empirical estimators of d-risks and appropriate critical values are studied. The rate of convergence is discovered from obtained estimates.
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Sobre autores
D. Simushkin
Department of Mathematical Statistics
Autor responsável pela correspondência
Email: simdim555@gmail.com
Rússia, Kremlevskaya ul. 35, Kazan, Tatarstan, 420008
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