Asymptotic Expansion of D-Risks for Hypothesis Testing in Bernoulli Scheme
- Авторы: Zaikin A.1
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Учреждения:
- Department of Mathematical Statistics
- Выпуск: Том 39, № 3 (2018)
- Страницы: 413-423
- Раздел: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/201865
- DOI: https://doi.org/10.1134/S1995080218030204
- ID: 201865
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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.
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Об авторах
A. Zaikin
Department of Mathematical Statistics
Автор, ответственный за переписку.
Email: Kaskrin@gmail.com
Россия, ul. Kremlevskaya 18, Kazan, 420008