Asymptotic Expansion of D-Risks for Hypothesis Testing in Bernoulli Scheme
- Autores: Zaikin A.1
-
Afiliações:
- Department of Mathematical Statistics
- Edição: Volume 39, Nº 3 (2018)
- Páginas: 413-423
- Seção: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/201865
- DOI: https://doi.org/10.1134/S1995080218030204
- ID: 201865
Citar
Resumo
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.
Palavras-chave
Sobre autores
A. Zaikin
Department of Mathematical Statistics
Autor responsável pela correspondência
Email: Kaskrin@gmail.com
Rússia, ul. Kremlevskaya 18, Kazan, 420008
![](/img/style/loading.gif)