Asymptotic Expansion of D-Risks for Hypothesis Testing in Bernoulli Scheme
- 作者: Zaikin A.1
-
隶属关系:
- Department of Mathematical Statistics
- 期: 卷 39, 编号 3 (2018)
- 页面: 413-423
- 栏目: Article
- URL: https://journals.rcsi.science/1995-0802/article/view/201865
- DOI: https://doi.org/10.1134/S1995080218030204
- ID: 201865
如何引用文章
详细
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.
作者简介
A. Zaikin
Department of Mathematical Statistics
编辑信件的主要联系方式.
Email: Kaskrin@gmail.com
俄罗斯联邦, ul. Kremlevskaya 18, Kazan, 420008
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