Lobachevskii Journal of Mathematics

, Volume 39, Issue 3, pp 413–423 | Cite as

Asymptotic Expansion of D-Risks for Hypothesis Testing in Bernoulli Scheme

  • A. A. Zaikin


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.


Bayesian analysis d-risk asymptotic expansion Bernoulli distribution 


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© Pleiades Publishing, Ltd. 2018

Authors and Affiliations

  1. 1.Department of Mathematical StatisticsKazan Federal University, Institute of Computational Mathematics and Information TechnologiesKazanRussia

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