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JOURNALS // Diskretnaya Matematika // Archive

Diskr. Mat., 2024 Volume 36, Issue 1, Pages 116–135 (Mi dm1806)

On statistical testing of composite hypotheses on $s$-dimensional uniform probability distribution of binary sequences

Yu. S. Kharina, A. M. Zubkovb

a Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University
b Steklov Mathematical Institute of Russian Academy of Sciences

Abstract: A problem of construction and analysis of statistical decision rules for testing of composite hypotheses on $s$-dimensional uniform probability distribution of binary random sequences is considered. An adequate for applications model of composite null hypothesis $H_0^{\varepsilon}$ with some fixed maximal deviation $\varepsilon$ from the uniform distribution is proposed. An approach to construction of a test for composite hypotheses $H_0^{\varepsilon}$, $\overline{H_0^{\varepsilon}}$ based on asymptotic expansion (w.r.t. $\varepsilon\rightarrow 0$) of the logarithmic probability ratio statistic is developed. The consistent test with a fixed significance level is constructed and its power is analyzed theoretically and by computer experiments.

Keywords: statistical test, binary sequence, $s$-dimensional uniformity, composite hypotheses, asymptotic expansion, consistency.

UDC: 519.233.32

Received: 23.11.2023

DOI: 10.4213/dm1806



© Steklov Math. Inst. of RAS, 2024