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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 2, Pages 359–364 (Mi tvp1164)  

This article is cited in 2 scientific papers (total in 2 papers)

Short Communications

Lower bounds for average sample size in the tests of invariability

I. N. Volodin

Kazan
Full-text PDF (447 kB) Citations (2)
Abstract: This article is a continuation of a lower bounds research for average sample size in specific procedures of statistical inference (see [1] and [2]). Let $\mathscr P$ be a family of absolutely continuous distributions $P$ on a measurable space $\langle\mathscr X,\mathscr A\rangle$ and $\mathfrak S$ is a group of transformations of $\mathscr X$. The problem of testing hypothesis on an invariance (with respect to $\mathfrak S$) of distribution $P$ of the observed random variable is considered. The hypothesis is a statement
$$ P\in\{P:P(A)=P(sA)\ \forall\,A\in\mathscr A,\ \forall\,s\in\mathfrak\sigma\}, $$
the alternative is $P\in\{P:\exists\,t\in\mathfrak S,\ \sup_A|P(A)-P(tA)|\ge\Delta\}$. The problem of verifying the homogeneity of distributions $P_1$ and $P_2$ of two random variables is also considered. In this case the hypothesis is a statement
$$ (P_1,P_2)\in\{(P_1,P_2):\exists\,t\in\mathfrak S,\ P_1(A)=P_2(tA)\ \forall\,A\in\mathscr A\}, $$
the alternative is $(P_1,P_2)\in\{(P_1,P_2):\sup_A|P_1(A)-P_2(sA)|\ge\Delta\ \forall\,s\in\mathfrak S$. Lower bounds for average sample size which is sufficient for the acceptance of decition on the propound hypothesis trustiness with guaranteed restrictions $(\alpha,\beta)$ on the probabilities of errors is established.
Received: 11.04.1978
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 2, Pages 356–360
DOI: https://doi.org/10.1137/1125043
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Volodin, “Lower bounds for average sample size in the tests of invariability”, Teor. Veroyatnost. i Primenen., 25:2 (1980), 359–364; Theory Probab. Appl., 25:2 (1981), 356–360
Citation in format AMSBIB
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\by I.~N.~Volodin
\paper Lower bounds for average sample size in the tests of invariability
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 2
\pages 359--364
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=572568}
\zmath{https://zbmath.org/?q=an:0494.62054|0467.62042}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 2
\pages 356--360
\crossref{https://doi.org/10.1137/1125043}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980LU72000011}
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  • https://www.mathnet.ru/eng/tvp/v25/i2/p359
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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