Title :
Sample space reducing for statistical decision effectiveness increasing
Author :
Tsitovich, Fedor ; Tsitovich, Ivan
Author_Institution :
Higher Sch. of Econ., Nat. Res. Univ., Moscow, Russia
Abstract :
We apply the suboptimal sequential nonparametric hypotheses testing approach for effectiveness of a statistical decision by sample space reducing. Numerical examples of the sample space reducing are given when an appropriate reducing makes it possible to construct robust sequential nonparametric hypotheses testing with a smaller mean duration time then one on the total sample space.
Keywords :
nonparametric statistics; sequential estimation; sample space reduction; sequential analysis; statistical decision effectiveness; suboptimal sequential nonparametric hypotheses testing approach; total sample space; Educational institutions; Information systems; Mathematical model; Robustness; Testing; Uncertainty; Statistics; robustness; sample space reducing; sequential analysis;
Conference_Titel :
Ultra Modern Telecommunications and Control Systems and Workshops (ICUMT), 2014 6th International Congress on
Conference_Location :
St. Petersburg
DOI :
10.1109/ICUMT.2014.7002152
