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Sub-Optimal Nonparametric Hypotheses Discriminating with Guaranteed Decision
International Journal "Information Models and Analyses". 2013. Vol. 2. No. 1. P. 62–69.
Цитович И. И., Цитович Ф. И.
We study the problem of testing composite hypotheses versus composite alternatives when there is a slight deviation between the model and the real distribution. The used approach, which we called sub-optimal testing, implies an extension of the initial model and a modification of a sequential statistically significant test for the new model. The sub-optimal test is proposed and a non-asymptotic border for the loss function is obtained. Also we investigate correlation between the sub-optimal test and the sequential probability ratio test for the initial model.