Robust Sequential Testing of Hypotheses on Discrete Probability Distributions
DOI:
https://doi.org/10.17713/ajs.v34i2.408Abstract
The paper is devoted to analysis of approximations of the models in sequential hypotheses testing and to construction of new robust sequential test under the distortions presented by mixtures of probability distributions. The previous results of the authors are extended to the case of arbitrary discrete probability distributions. The theory is illustrated by computer modelling.
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