Adaptive test on means homogeneity by observations from a mixture

Authors:
R. E. Maĭboroda and O. V. Sugakova

Translated by:
N.N.Semenov

Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom **93** (2015).

Journal:
Theor. Probability and Math. Statist. **93** (2016), 123-135

DOI:
https://doi.org/10.1090/tpms/998

Published electronically:
February 7, 2017

Full-text PDF

Abstract | References | Additional Information

Abstract: We consider the problem of testing the homogeneity of two components of a mixture with varying mixing probabilities and construct an adaptive test that minimizes the asymptotic probability of error of the second kind for local alternatives.

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Additional Information

**R. E. Maĭboroda**

Affiliation:
Department of Probability Theory, Statistics, and Actuarial Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue, 6, Kyiv 03127, Ukraine

Email:
mre@univ.kiev.ua

**O. V. Sugakova**

Affiliation:
Department of Higher Mathematics and Theoretical Radiophysics, Faculty for Radiophysics, National Taras Shevchenko University, Academician Glushkov Avenue, 6, Kyiv 03127, Ukraine

Email:
sugak@univ.kiev.ua

DOI:
https://doi.org/10.1090/tpms/998

Keywords:
Adaptive algorithms,
local alternatives,
models of mixtures with varying concentrations,
test for homogeneity of two means

Published electronically:
February 7, 2017

Additional Notes:
This paper was prepared following the talk at the International conference “Probability, Reliability and Stochastic Optimization (PRESTO-2015)” held in Kyiv, Ukraine, April 7–10, 2015

Article copyright:
© Copyright 2017
American Mathematical Society