Theory of Probability and Mathematical Statistics
Adaptive test on means homogeneity by observations from a mixture
R. E. Maĭboroda, O. V. Sugakova
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Abstract: We consider the problem of testing the homogeneity of two components of a mixture with varying mixing probabilities and construct an adaptive test that minimizes the asymptotic probability of error of the second kind for local alternatives.
Keywords: Adaptive algorithms, local alternatives, models of mixtures with varying concentrations, test for homogeneity of two means
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