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On the dependence of the test error probabilities on the contamination level

 

作者: Jan Ámos Víšek,  

 

期刊: Statistics  （Taylor Available online 1986）
卷期: Volume 17, issue 1  

页码: 25-32

 

ISSN:0233-1888

 

年代: 1986

 

DOI:10.1080/02331888608801905

 

出版商: Akademie-Verlag

 

关键词: Sensitivity of error probabilities;robust test;finite sample size;Primary 62 F 03;secondary 62F04;62F05

 

数据来源: Taylor

 

摘要:

The characteristics of sensitivity of the error probabilities of the most powerfu test with respect to the infinitesimal deviations of the contamination level in HUBER'S model of contaminacy are studied for finite sample size under weak regularity conditions. The asymptotic behaviour of the proposed characteristics is analysed for fixed hypothesis and fixed alternative and the results similar to the Stem lemma and the CHERNOFF theo¬rem are obtained.

 

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