DISCRIMINATION OF CLOSE HYPOTHESES ABOUT THE DISTRIBUTION TAILS USING HIGHER ORDER STATISTICS

被引：6
|
作者：
Rodionov, I., V [1 ,2 ]
机构：
[1] Moscow MV Lomonosov State Univ, Fac Mech & Math, Moscow, Russia
[2] State Univ, Fac Innovat & High Technol, Moscow Inst Phys & Technol, Moscow, Russia
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 2019年 / 63卷 / 03期
关键词：
close hypotheses; order statistics; Gumbel maximum domain of attraction; discrimination test; WEIBULL;
D O I：
10.1137/S0040585X97T989118
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We consider the problem of discrimination of close hypotheses about the distribution tails lying in the Gumbel maximum domain of attraction. Only higher order statistics of the sample are used for constructing the test. The proposed results extend classical results of the contiguity theory.
引用
收藏
页码：364 / 380
页数：17
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