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Teoriya Veroyatnostei i ee Primeneniya, 2020, Volume 65, Issue 1, Pages 63–78
DOI: https://doi.org/10.4213/tvp5279
(Mi tvp5279)
 

Asymptotics of the minimum sufficient number of observations for $d$-guaranteed discrimination of two-sided hypotheses

R. F. Salimov, S. V. Simushkin

Institute of Computer Mathematics and Information Technologies, Kazan (Volga Region) Federal University
References:
Abstract: We consider the problem of constructing guarantee procedures of statistical inference with fixed minimal observation number $n^*$ for discrimination of two hypotheses $H_0\colon\theta\in[\theta_1,\theta_2]$ and $H_1\colon\theta\notin[\theta_1,\theta_2]$ with a one-dimensional parameter $\theta$ under the so-called $d$-posterior approach. Here, constraints are placed on the conditional probabilities for the validity of one or another hypothesis under the condition that this hypothesis is rejected. We give an asymptotic formula for $n^*$ in a scheme with severe (tending to zero) constraints on these conditional probabilities of hypotheses. Earlier, Volodin and Novikov found a similar formula for discrimination of one-sided hypotheses. In the present paper, the proof of the asymptotic formula is carried out under weaker constraints on the probability model. The accuracy of our formula is illustrated numerically for some probability models.
Keywords: Bayesian paradigm, $d$-posterior approach, discrimination of two hypotheses, minimal sample size, asymptotic analysis.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation 1.13556.2019/13.1
Received: 06.12.2018
Revised: 28.03.2019
Accepted: 04.04.2019
English version:
Theory of Probability and its Applications, 2020, Volume 65, Issue 1, Pages 49–61
DOI: https://doi.org/10.1137/S0040585X97T989817
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: R. F. Salimov, S. V. Simushkin, “Asymptotics of the minimum sufficient number of observations for $d$-guaranteed discrimination of two-sided hypotheses”, Teor. Veroyatnost. i Primenen., 65:1 (2020), 63–78; Theory Probab. Appl., 65:1 (2020), 49–61
Citation in format AMSBIB
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\paper Asymptotics of the minimum sufficient number of observations for $d$-guaranteed discrimination of two-sided hypotheses
\jour Teor. Veroyatnost. i Primenen.
\yr 2020
\vol 65
\issue 1
\pages 63--78
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\crossref{https://doi.org/10.4213/tvp5279}
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\transl
\jour Theory Probab. Appl.
\yr 2020
\vol 65
\issue 1
\pages 49--61
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  • https://www.mathnet.ru/eng/tvp5279
  • https://doi.org/10.4213/tvp5279
  • https://www.mathnet.ru/eng/tvp/v65/i1/p63
  • Citing articles in Google Scholar: Russian citations, English citations
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