Abstract:
A problem of construction and analysis of statistical decision rules for testing of composite hypotheses on $s$-dimensional uniform probability distribution of binary random sequences is considered. An adequate for applications model of composite null hypothesis $H_0^{\varepsilon}$ with some fixed maximal deviation $\varepsilon$ from the uniform distribution is proposed. An approach to construction of a test for composite hypotheses $H_0^{\varepsilon}$, $\overline{H_0^{\varepsilon}}$ based on asymptotic expansion (w.r.t. $\varepsilon\rightarrow 0$) of the logarithmic probability ratio statistic is developed. The consistent test with a fixed significance level is constructed and its power is analyzed theoretically and by computer experiments.
The research of the first author was partially supported by the Belarusian National Science Foundation, grant No. F23-080UZB, and also by the grant 69/1 of the Belarusian National Program "Mathematical methods".
Received: 23.11.2023
Document Type:
Article
UDC:519.233.32
Language: Russian
Citation:
Yu. S. Kharin, A. M. Zubkov, “On statistical testing of composite hypotheses on $s$-dimensional uniform probability distribution of binary sequences”, Diskr. Mat., 36:1 (2024), 116–135