| Форма представления | Статьи в зарубежных журналах и сборниках |
| Год публикации | 2023 |
| Язык | английский |
|
Новиков Андрей Андреевич, автор
|
|
Новиков Андрей Алексеевич, автор
|
|
Фархшатов Фаиль Раилевич, автор
|
| Библиографическое описание на языке оригинала |
A Novikov, A Novikov, F Farkhshatov
Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families
Sequential Analysis 42 (2), 189-209 |
| Аннотация |
In this article, we deal with problems of testing hypotheses in the framework of sequential statistical analysis. The main concern is the optimal design and performance evaluation of sampling plans in Kiefer-Weiss problems. The main goal of the Kiefer-Weiss problem is designing hypothesis tests that minimize the maximum average sample number, over all parameter values, as opposed to both the sequential probability tests (SPRTs) minimizing the average sample number only at two hypothesis points and the classical fixed-sample-size test. For observations that follow a distribution from an exponential family of the continuous type, we provide algorithms for optimal design in the modified Kiefer-Weiss problem and obtain formulas for evaluating the performance of sequential tests by calculating the operating characteristic function, the average sample number, and some related characteristics. |
| Ключевые слова |
sequential analysis; hypothesis testing; optimal stopping; optimal sequential tests;
Kiefer-Weiss problem; exponential family |
| Название журнала |
Sequential Analysis
|
| URL |
https://www.tandfonline.com/doi/abs/10.1080/07474946.2023.2193602 |
| Пожалуйста, используйте этот идентификатор, чтобы цитировать или ссылаться на эту карточку |
https://repository.kpfu.ru/?p_id=316733 |
Полная запись метаданных  |
| Поле DC |
Значение |
Язык |
| dc.contributor.author |
Новиков Андрей Андреевич |
ru_RU |
| dc.contributor.author |
Новиков Андрей Алексеевич |
ru_RU |
| dc.contributor.author |
Фархшатов Фаиль Раилевич |
ru_RU |
| dc.date.accessioned |
2023-01-01T00:00:00Z |
ru_RU |
| dc.date.available |
2023-01-01T00:00:00Z |
ru_RU |
| dc.date.issued |
2023 |
ru_RU |
| dc.identifier.citation |
A Novikov, A Novikov, F Farkhshatov
Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families
Sequential Analysis 42 (2), 189-209 |
ru_RU |
| dc.identifier.uri |
https://repository.kpfu.ru/?p_id=316733 |
ru_RU |
| dc.description.abstract |
Sequential Analysis |
ru_RU |
| dc.description.abstract |
In this article, we deal with problems of testing hypotheses in the framework of sequential statistical analysis. The main concern is the optimal design and performance evaluation of sampling plans in Kiefer-Weiss problems. The main goal of the Kiefer-Weiss problem is designing hypothesis tests that minimize the maximum average sample number, over all parameter values, as opposed to both the sequential probability tests (SPRTs) minimizing the average sample number only at two hypothesis points and the classical fixed-sample-size test. For observations that follow a distribution from an exponential family of the continuous type, we provide algorithms for optimal design in the modified Kiefer-Weiss problem and obtain formulas for evaluating the performance of sequential tests by calculating the operating characteristic function, the average sample number, and some related characteristics. |
ru_RU |
| dc.language.iso |
ru |
ru_RU |
| dc.subject |
|
ru_RU |
| dc.title |
Numerical solution of Kiefer-Weiss problems when sampling from continuous exponential families
|
ru_RU |
| dc.type |
Статьи в зарубежных журналах и сборниках |
ru_RU |
|
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