Rate of convergence for the distribution functions of the L- and R-statistics under alternatives

被引：0

作者：

Bening, V.E.

机构：

来源：

Vestnik Moskovskogo Universiteta. Ser. 15 Vychislitel'naya Matematika i Kibernetika | 1995年 / 04期

关键词：

Estimation - Probability - Probability density function - Random processes - Set theory;

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摘要：

The problem of hypothesis checking in the validity of alternative hypothesis is considered. The estimates are obtained for convergence rate of the distribution functions of statistics close to optimal ones. Linear combinations of order statistics (L-statistics) as well as rank statistics (R-statistics) are considered. The results could be used for obtaining the estimates of power functions of criteria based on these statistics. They describes a variation of the limiting law in a deviation from the assumed distribution as well. The asymptotic expansion was been obtained earlier by the similar method under alternatives.

引用

页码：25 / 33