Seminars
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
Calendar
Search
Add a seminar

RSS
Forthcoming seminars




Principle Seminar of the Department of Probability Theory, Moscow State University
October 4, 2017 16:45–17:45, Moscow, MSU, auditorium 12-24
 


Testing hypotheses on distribution tails

I. V. Rodionov

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Supplementary materials:
Adobe PDF 560.8 Kb

Number of views:
This page:271
Materials:8

Abstract: We consider main approaches to asymptotic testing hypotheses on distributions when only k maximal order statistics of a sample are observed. We assume that $k\to\infty$ and $k=o(n)$ where $n$ is the sample size. A general criterion for a distribution tail belonging to one of two classes is suggested provided all tails from one of the classes are lighter than the tails from another one. Further, we consider a problem of distinguish a simple hypothesis on a distribution tail and a close (contigual) alternative, and evaluate the limit distribution of the corresponding likelihood ratio.

Supplementary materials: 2017_10_04_Большой_семинар.pdf (560.8 Kb)
 
  Contact us:
 Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024