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The Influence of Distortions of the Prior Distribution on the Characteristics of the Sequential Test for Composite Hypotheses

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This study reports the influence of contamination-type distortions of the prior distribution density of the parameters on the conditional probabilities of erroneous decisions and the expected number of observations for sequential testing composite parametric hypotheses. Asymptotic expansions are constructed for the characteristics mentioned above that make it possible to estimate the deviations from the hypothetical values under distortions.

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Authors and Affiliations

  1. Belarusian State University, Minsk, Belarus

    A.Yu. Kharin

  2. Department of Probability Theory and Mathematical Statistics, Faculty of Applied Mathematics and Informatics, Belarusian State University, Minsk, Belarus

    A.Yu. Kharin

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  1. A.Yu. Kharin
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Correspondence to A.Yu. Kharin.

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Translated from Statisticheskie Metody Otsenivaniya i Proverki Gipotez, Vol. 22, pp. 35–42, 2010

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Kharin, A. The Influence of Distortions of the Prior Distribution on the Characteristics of the Sequential Test for Composite Hypotheses. J Math Sci 267, 1–5 (2022). https://doi.org/10.1007/s10958-022-06100-7

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  • DOI: https://doi.org/10.1007/s10958-022-06100-7

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