Open AccessStatistical sequential hypotheses testing on para meters of probability distributions of random binary data
Author(s) -
Alexey Kharin
Publication year - 2021
Publication title -
žurnal belorusskogo gosudarstvennogo universiteta. matematika, informatika/žurnal belorusskogo gosudarstvennogo universiteta. matematika, informatika
Language(s) - English
Resource type - Journals
eISSN - 2617-3956
pISSN - 2520-6508
DOI - 10.33581/2520-6508-2021-2-60-66
Subject(s) - binary data , binary number , markov chain , probability distribution , computer science , mathematics , statistical hypothesis testing , interpretation (philosophy) , markov process , algorithm , statistics , arithmetic , programming language
An important mathematical problem of computer data analysis – the problem of statistical sequential testing of simple hypotheses on parameters of probability distributions of observed binary data – is considered in the paper. This problem is being solved for two models of observation: for independent observations and for homogeneous Markov chains. Explicit expressions of the sequential tests statistics are derived, transparent for interpretation and convenient for computer realisation. An approach is developed to calculate the performance characteristics – error probabilities and mathematical expectations of the random number of observations required to guarantee the requested accuracy for decision rules. Asymptotic expansions for the mentioned performance characteristics are constructed under «contamination» of the probability distributions of observed data.